A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme
Author
Abstract
Suggested Citation
DOI: 10.1007/s10589-019-00058-0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Luke B. Winternitz & André L. Tits & P.-A. Absil, 2014. "Addressing Rank Degeneracy in Constraint-Reduced Interior-Point Methods for Linear Optimization," Journal of Optimization Theory and Applications, Springer, vol. 160(1), pages 127-157, January.
- Coralia Cartis & Yiming Yan, 2016. "Active-set prediction for interior point methods using controlled perturbations," Computational Optimization and Applications, Springer, vol. 63(3), pages 639-684, April.
- Sungwoo Park, 2016. "A Constraint-Reduced Algorithm for Semidefinite Optimization Problems with Superlinear Convergence," Journal of Optimization Theory and Applications, Springer, vol. 170(2), pages 512-527, August.
- Coralia Cartis & Yiming Yan, 2016. "Active-set prediction for interior point methods using controlled perturbations," Computational Optimization and Applications, Springer, vol. 63(3), pages 639-684, April.
- Sungwoo Park & Dianne P. O’Leary, 2015. "A Polynomial Time Constraint-Reduced Algorithm for Semidefinite Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 558-571, August.
- L. M. Graña Drummond & B. F. Svaiter, 1999. "On Well Definedness of the Central Path," Journal of Optimization Theory and Applications, Springer, vol. 102(2), pages 223-237, August.
- Jin Jung & Dianne O’Leary & André Tits, 2012. "Adaptive constraint reduction for convex quadratic programming," Computational Optimization and Applications, Springer, vol. 51(1), pages 125-157, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sungwoo Park, 2016. "A Constraint-Reduced Algorithm for Semidefinite Optimization Problems with Superlinear Convergence," Journal of Optimization Theory and Applications, Springer, vol. 170(2), pages 512-527, August.
- María J. Cánovas & Marco A. López & Juan Parra & F. Javier Toledo, 2006. "Lipschitz Continuity of the Optimal Value via Bounds on the Optimal Set in Linear Semi-Infinite Optimization," Mathematics of Operations Research, INFORMS, vol. 31(3), pages 478-489, August.
- Pedro Borges & Claudia Sagastizábal & Mikhail Solodov, 2021. "Decomposition Algorithms for Some Deterministic and Two-Stage Stochastic Single-Leader Multi-Follower Games," Computational Optimization and Applications, Springer, vol. 78(3), pages 675-704, April.
- Da Tian, 2015. "An exterior point polynomial-time algorithm for convex quadratic programming," Computational Optimization and Applications, Springer, vol. 61(1), pages 51-78, May.
- J. O. Royset & E. Y. Pee, 2012. "Rate of Convergence Analysis of Discretization and Smoothing Algorithms for Semiinfinite Minimax Problems," Journal of Optimization Theory and Applications, Springer, vol. 155(3), pages 855-882, December.
- Sungwoo Park & Dianne P. O’Leary, 2015. "A Polynomial Time Constraint-Reduced Algorithm for Semidefinite Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 558-571, August.
- Roger Behling & Clovis Gonzaga & Gabriel Haeser, 2014. "Primal-Dual Relationship Between Levenberg–Marquardt and Central Trajectories for Linearly Constrained Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 162(3), pages 705-717, September.
More about this item
Keywords
Convex quadratic programming; Constraint reduction; Primal-dual interior-point method; Mehrotra’s predictor-corrector; Regularization; Active constraints identification;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:72:y:2019:i:3:d:10.1007_s10589-019-00058-0. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.