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Linear algebra / Linear programming / Interior point method / Quadratic programming / Lagrange multiplier / Matrix / Vector space / Karush–Kuhn–Tucker conditions / Algebra / Mathematics / Mathematical optimization


ADAPTIVE CONSTRAINT REDUCTION FOR CONVEX QUADRATIC PROGRAMMING∗ ´ L. TITS§ JIN HYUK JUNG† , DIANNE P. O’LEARY‡ , AND ANDRE Abstract. We propose an adaptive, constraint-reduced, primal-dual interior-point algori
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Document Date: 2012-01-11 10:10:21


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File Size: 1,14 MB

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College Park / University of Maryland / /

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affine scaling algorithm / primal-dual interior-point algorithm / constraint-reduction algorithm / primal-dual affine-scaling constraint-reduction algorithm / affine-scaling search direction / dual potential reduction algorithm / constraint-reduction algorithms / predictor-corrector algorithm / search direction using constraints / search directions / constraint-reduced dual-feasible primal-dual affine-scaling algorithm / computing / search direction / primal-dual affine-scaling search direction / potential reduction algorithm / /

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Department of Electrical and Computer Engineering / US Department of Energy / National Science Foundation / Department of Computer Science / Institute for Advanced Computer Studies / Institute for Systems Research / University of Maryland / College Park / U.S. Securities and Exchange Commission / /

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JIN HYUK JUNG / Az / /

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Cholesky / /

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FP / /

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Maryland / /

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primal-dual affine-scaling constraint-reduction algorithm / dual potential reduction algorithm / affine scaling algorithm / primal-dual interior-point algorithm / Adaptive Constraint-Reduction Algorithm / predictor-corrector algorithm / related algorithm / constraint-reduction algorithm / constraint-reduced dual-feasible primal-dual affine-scaling algorithm / potential reduction algorithm / primal-dual LP constraint-reduction algorithms / /

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