Titel
MINQ8: general definite and bound constrained indefinite quadratic programming
Autor*in
Abstract
We propose new algorithms for (i) the local optimization of bound constrained quadratic programs, (ii) the solution of general definite quadratic programs, and (iii) finding either a point satisfying given linear equations and inequalities or a certificate of infeasibility. The algorithms are implemented in Matlab and tested against state-of-the-art quadratic programming software.
Stichwort
Definite quadratic programmingBound constrained indefinite quadratic programmingDual programCertificate of infeasibility
Objekt-Typ
Sprache
Englisch [eng]
Persistent identifier
Erschienen in
Titel
Computational Optimization and Applications
Band
69
Ausgabe
2
Seitenanfang
351
Seitenende
381
Publication
Springer Nature
Erscheinungsdatum
2017
Zugänglichkeit
Rechte
Rechteangabe
© The Author(s) 2017
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