Equivalence of some quadratic programming algorithms

DOI10.1007/BF02591799zbMath0551.90074MaRDI QIDQ3343781

Michael J. Best

Publication date: 1984

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

equivalence of algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Related Items

A constraint linearization method for nondifferentiable convex minimization, Quadratic programming with transaction costs, Finding normal solutions in piecewise linear programming, Iterative schemes for the least 2-norm solution of piecewise linear programs, A regularized decomposition method for minimizing a sum of polyhedral functions, FUZZY MULTIPLE OBJECTIVE PROGRAMMING IN AN INTERVAL PIECEWISE REGRESSION MODEL, Some generalizations of the criss-cross method for quadratic programming, A quadratic programming algorithm, Portfolio adjusting optimization with added assets and transaction costs based on credibility measures, INTERVAL PIECEWISE REGRESSION MODEL WITH AUTOMATIC CHANGE-POINT DETECTION BY QUADRATIC PROGRAMMING, Solution of projection problems over polytopes, A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming, A note on weakly active constraints in connection with nonconvex quadratic programming, An equivalence between two algorithms for general quadratic programming, Some generalizations of the criss-cross method for the linear complementarity problem of oriented matroids, Parallel decomposition of multistage stochastic programming problems, On duality for Boolean programming, On the numerical realization of the exact penalty method for quadratic programming algorithms, Active set algorithms for isotonic regression; a unifying framework, Remarks on second-order conditions in connection with the algorithm of Beale for quadratic programming, An algorithm for solving the minimum-norm point problem over the intersection of a polytope and an affine set, Sensitivity analysis in isotonic regression, An \(O(n^ 2)\) active set method for solving a certain parametric quadratic program

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Algorithmic equivalence in quadratic programming. I. A least-distance programming problem
• An equivalence between two algorithms for quadratic programming
• Least-index resolution of degeneracy in quadratic programming
• Minimization of a Quadratic Function of Many Variables Subject only to Lower and Upper Bounds
• A finite algorithm to maximize certain pseudoconcave functions on polytopes
• A Class of Accelerated Conjugate Direction Methods for Linearly Constrained Minimization Problems
• Simplicial decomposition in nonlinear programming algorithms
• Numerically stable methods for quadratic programming
• A quadratic programming algorithm using conjugate search directions
• New Finite Pivoting Rules for the Simplex Method
• The general quadratic optimization problem
• Methods for Modifying Matrix Factorizations
• The Symmetric Formulation of the Simplex Method for Quadratic Programming
• Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
• A General Quadratic Programming Algorithm
• Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results