An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming

DOI10.1137/140958025zbMath1327.90167OpenAlexW944359287MaRDI QIDQ5502239

Noam Goldberg, Sven Leyffer

Publication date: 18 August 2015

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

Full work available at URL: https://doi.org/10.1137/140958025

zbMATH Keywords

projected gradient methodconically constrained quadratic program

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Methods of reduced gradient type (90C52)

Related Items

Extended Formulations in Mixed-Integer Convex Programming, An active set algorithm for nonlinear optimization with polyhedral constraints, A feasible direction algorithm for nonlinear second-order cone programs, A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem

Uses Software

• SNOPT
• SeDuMi
• SDPT3
• filterSQP
• Ipopt
• mctoolbox
• MINOS
• Biq Mac

Cites Work

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