QPPAL: A Two-phase Proximal Augmented Lagrangian Method for High-dimensional Convex Quadratic Programming Problems

A Method for Solving Convex Quadratic Programming Problems Based on Differential-algebraic equations

In this paper, a new model based on differential-algebraic equations(DAEs) for solving convex quadratic programming(CQP) problems is proposed. It is proved that the new approach is guaranteed to generate optimal solutions for this class of optimization problems. This paper also shows that the conventional interior point methods for solving (CQP) problems can be viewed as a special case of the n...

A Quadratic Approximation Method Based on Augmented Lagrangian Functions for Nonconvex Nonlinear Programming Problems

An Augmented Lagrangian Method for Conic Convex Programming

We propose a new first-order augmented Lagrangian algorithm ALCC for solving convex conic programs of the form min { ρ(x) + γ(x) : Ax− b ∈ K, x ∈ χ } , where ρ : Rn → R ∪ {+∞}, γ : Rn → R are closed, convex functions, and γ has a Lipschitz continuous gradient, A ∈ Rm×n, K ⊂ Rm is a closed convex cone, and χ ⊂ dom(ρ) is a “simple” convex compact set such that optimization problems of the form mi...

A Recurrent Neural Network for Solving Strictly Convex Quadratic Programming Problems

In this paper we present an improved neural network to solve strictly convex quadratic programming(QP) problem. The proposed model is derived based on a piecewise equation correspond to optimality condition of convex (QP) problem and has a lower structure complexity respect to the other existing neural network model for solving such problems. In theoretical aspect, stability and global converge...

Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs

We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian function and provide an estimate of the optimal active set. In the second phase, an equalityconstrained QP defined by the current inactive variables is approximately minimized in order to generate a second-order sear...