A Newton's method for the continuous quadratic knapsack problem
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Publication:892383
DOI10.1007/s12532-014-0066-yzbMath1328.65135OpenAlexW2018984203MaRDI QIDQ892383
Paulo J. S. Silva, Walter F. Mascarenhas, Roberto Cominetti
Publication date: 19 November 2015
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12532-014-0066-y
complexityconvergencedualitynumerical experimentquadratic programsemismooth Newtoncontinuous quadratic knapsacksimplex projections
Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Quadratic programming (90C20) Methods of quasi-Newton type (90C53) Complexity and performance of numerical algorithms (65Y20)
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Uses Software
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