An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts

DOI10.1137/130940384zbMath1327.90003OpenAlexW290061288WikidataQ59309659 ScholiaQ59309659MaRDI QIDQ5254996

Christian Kirches, Andreas Wächter, Travis C. Johnson

Publication date: 11 June 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b99994de3c4e149fe56239277b4c60be8e13b216

zbMATH Keywords

quadratic programmingsequential quadratic programmingnonlinear programmingpreconditionernonlinear model predictive controlactive setiterative linear solverhot-starts

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (3)

Inexact Newton-Type Optimization with Iterated Sensitivities ⋮ Sequential quadratic programming methods for parametric nonlinear optimization ⋮ Solving quadratic programs to high precision using scaled iterative refinement

Uses Software

• qpOASES
• QPSchur

Cites Work

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• A Computational Study of Search Strategies for Mixed Integer Programming
• Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control
• A Real-Time Iteration Scheme for Nonlinear Optimization in Optimal Feedback Control
• An online active set strategy to overcome the limitations of explicit MPC

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