The following pages link to (Q5203586):
Displaying 13 items.
- Primal and dual active-set methods for convex quadratic programming (Q312693) (← links)
- A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming (Q706949) (← links)
- Delaunay-based derivative-free optimization via global surrogates. III: nonconvex constraints (Q785630) (← links)
- Convergence acceleration of direct trajectory optimization using novel Hessian calculation methods (Q927222) (← links)
- Constraint deletion strategy in the inertia-controlling quadratic programming method (Q1604060) (← links)
- An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix (Q1694296) (← links)
- An iterative working-set method for large-scale nonconvex quadratic programming (Q1862010) (← links)
- An exterior point polynomial-time algorithm for convex quadratic programming (Q2340489) (← links)
- Methods for convex and general quadratic programming (Q2356335) (← links)
- An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization (Q2875018) (← links)
- New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions (Q3449456) (← links)
- An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts (Q5254996) (← links)
- An efficient direct solver for a class of mixed finite element problems (Q5939889) (← links)
