Trajectory-following methods for large-scale degenerate convex quadratic programming

  • We consider a class of infeasible, path-following methods for convex quadratric programming. Our methods are designed to be effective for solving both nondegerate and degenerate problems, where degeneracy is understood to mean the failure of strict complementarity at a solution. Global convergence and a polynomial bound on the number of iterations required is given. An implementation, CQP, is available as part of GALAHAD. We illustrate the advantages of our approach on the CUTEr and Maros–Meszaros test sets.

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Metadaten
Author:Nicholas I. M. Gould, Dominique Orban, Daniel P. Robinson
DOI:https://doi.org/10.1007/s12532-012-0050-3
ISSN:1867-2949
Parent Title (English):Mathematical Programming Computation
Publisher:Springer Science and Business Media LLC
Document Type:Article
Language:English
Year of Completion:2013
Tag:Software; Theoretical Computer Science
Volume:5
Issue:2
Page Number:30
First Page:113
Last Page:142
Mathematical Programming Computation :MPC 2013 - Issue 2
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