Solving General Convex Qp Problems via an Exact Quadratic Augmented Lagrangian with Bound Constraints
نویسنده
چکیده
Large convex quadratic programs, where constraints are of box type only, can be solved quite eeciently 1], 2], 12], 13], 16]. In this paper an exact quadratic augmented Lagrangian with bound constraints is constructed which allows one to use these methods for general constrained convex quadratic programming. This is in contrast to well known exact diierentiable penalty functions for this type of problem, which are not quadratic, e.g. 7], 10], 15].
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