Interior-Point Solver for Large-Scale Quadratic Programming Problems with Bound Constraints
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DOI: 10.1007/s10957-006-9043-6
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References listed on IDEAS
- Michael J. Todd & Yinyu Ye, 1990.
"A Centered Projective Algorithm for Linear Programming,"
Mathematics of Operations Research, INFORMS, vol. 15(3), pages 508-529, August.
- Michael J. Todd & Yinyu Ye, 1988. "A Centered Projective Algorithm for Linear Programming," Cowles Foundation Discussion Papers 861, Cowles Foundation for Research in Economics, Yale University.
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Cited by:
- Zhongyi Liu & Yue Chen & Wenyu Sun & Zhihui Wei, 2012. "A Predictor-corrector algorithm with multiple corrections for convex quadratic programming," Computational Optimization and Applications, Springer, vol. 52(2), pages 373-391, June.
- S. Cafieri & M. D’Apuzzo & V. Simone & D. Serafino & G. Toraldo, 2007. "Convergence Analysis of an Inexact Potential Reduction Method for Convex Quadratic Programming," Journal of Optimization Theory and Applications, Springer, vol. 135(3), pages 355-366, December.
- Cosmin Petra & Mihai Anitescu, 2012. "A preconditioning technique for Schur complement systems arising in stochastic optimization," Computational Optimization and Applications, Springer, vol. 52(2), pages 315-344, June.
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Keywords
Bound-constrained quadratic programming; potential reduction method; conjugate gradient method; incomplete Cholesky factorization;All these keywords.
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