Primal and dual active-set methods for convex quadratic programming
نویسندگان
چکیده
منابع مشابه
Primal and dual active-set methods for convex quadratic programming
Computational methods are proposed for solving a convex quadratic program (QP). Active-set methods are defined for a particular primal and dual formulation of a QP with general equality constraints and simple lower bounds on the variables. In the first part of the paper, two methods are proposed, one primal and one dual. These methods generate a sequence of iterates that are feasible with respe...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2015
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-015-0966-2