Simple Solvers for Large Quadratic Programming Tasks
نویسندگان
چکیده
This paper describes solvers for specific quadratic programming (QP) tasks. The QP tasks in question appear in numerous problems, e.g., classifier learning and probability density estimation. The QP task becomes challenging when large number of variables is to be optimized. This the case common in practice. We propose QP solvers which are simple to implement and still able to cope with problems having hundred thousands variables.
منابع مشابه
Global convergence of an inexact interior-point method for convex quadratic symmetric cone programming
In this paper, we propose a feasible interior-point method for convex quadratic programming over symmetric cones. The proposed algorithm relaxes the accuracy requirements in the solution of the Newton equation system, by using an inexact Newton direction. Furthermore, we obtain an acceptable level of error in the inexact algorithm on convex quadratic symmetric cone programmin...
متن کاملAn Efficient Quadratic Programming Approach to Stabilizing Dynamic Locomotion
We describe a whole-body dynamic walking controller implemented as a compact, convex quadratic program. The controller minimizes an optimal control condition on a simple model of the walking system while respecting the dynamic, input, and contact constraints of the full robot dynamics. By exploiting sparsity and temporal structure in the optimization with an active-set algorithm, we surpass the...
متن کاملFGP approach to multi objective quadratic fractional programming problem
Multi objective quadratic fractional programming (MOQFP) problem involves optimization of several objective functions in the form of a ratio of numerator and denominator functions which involve both contains linear and quadratic forms with the assumption that the set of feasible solutions is a convex polyhedral with a nite number of extreme points and the denominator part of each of the objecti...
متن کاملA TRUST-REGION SEQUENTIAL QUADRATIC PROGRAMMING WITH NEW SIMPLE FILTER AS AN EFFICIENT AND ROBUST FIRST-ORDER RELIABILITY METHOD
The real-world applications addressing the nonlinear functions of multiple variables could be implicitly assessed through structural reliability analysis. This study establishes an efficient algorithm for resolving highly nonlinear structural reliability problems. To this end, first a numerical nonlinear optimization algorithm with a new simple filter is defined to locate and estimate the most ...
متن کاملAn Integer Programming Model and a Tabu Search Algorithm to Generate α-labeling of Special Classes of Quadratic Graphs
First, an integer programming model is proposed to find an α-labeling for quadratic graphs. Then, a Tabu search algorithm is developed to solve large scale problems. The proposed approach can generate α-labeling for special classes of quadratic graphs, not previously reported in the literature. Then, the main theorem of the paper is presented. We show how a problem in graph theory c...
متن کامل