Methods for convex and general quadratic programming

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Methods for convex and general quadratic programming

Computational methods are considered for finding a point that satisfies the secondorder necessary conditions for a general (possibly nonconvex) quadratic program (QP). The first part of the paper defines a framework for the formulation and analysis of feasible-point active-set methods for QP. This framework defines a class of methods in which a primal-dual search pair is the solution of an equa...

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ژورنال

عنوان ژورنال: Mathematical Programming Computation

سال: 2014

ISSN: 1867-2949,1867-2957

DOI: 10.1007/s12532-014-0075-x