An iterative working-set method for large-scale nonconvex quadratic programming
暂无分享,去创建一个
[1] A. Forsgren. Inertia-controlling factorizations for optimization algorithms , 2002 .
[2] P. Toint,et al. Numerical Methods for Large-Scale Non-Convex Quadratic Programming , 2002 .
[3] Nicholas I. M. Gould,et al. On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization , 2001, SIAM J. Sci. Comput..
[4] Nicholas I. M. Gould,et al. A primal-dual trust-region algorithm for non-convex nonlinear programming , 2000, Math. Program..
[5] Nicholas I. M. Gould,et al. On Modified Factorizations for Large-Scale Linearly Constrained Optimization , 1999, SIAM J. Optim..
[6] Nicholas I. M. Gould,et al. Solving the Trust-Region Subproblem using the Lanczos Method , 1999, SIAM J. Optim..
[7] John G. Lewis,et al. Accurate Symmetric Indefinite Linear Equation Solvers , 1999, SIAM J. Matrix Anal. Appl..
[8] Dimitri P. Bertsekas,et al. Nonlinear Programming , 1997 .
[9] John G. Lewis,et al. Proceedings of the Fifth SIAM Conference on Applied Linear Algebra , 1994 .
[10] W. Murray,et al. Newton methods for large-scale linear equality-constrained minimization , 1993 .
[11] Michael A. Saunders,et al. Inertia-Controlling Methods for General Quadratic Programming , 1991, SIAM Rev..
[12] P. Toint. Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space , 1988 .
[13] R. Fletcher. Practical Methods of Optimization , 1988 .
[14] P. Gill,et al. A Schur-complement method for sparse quadratic programming , 1987 .
[15] Paul H. Calamai,et al. Projected gradient methods for linearly constrained problems , 1987, Math. Program..
[16] Nicholas I. M. Gould,et al. On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem , 1985, Math. Program..
[17] J. Crouzeix,et al. Definiteness and semidefiniteness of quadratic forms revisited , 1984 .
[18] John K. Reid,et al. The Multifrontal Solution of Indefinite Sparse Symmetric Linear , 1983, TOMS.
[19] T. Steihaug. The Conjugate Gradient Method and Trust Regions in Large Scale Optimization , 1983 .
[20] R. Fletcher. A model algorithm for composite nondifferentiable optimization problems , 1982 .
[21] D. Bertsekas. Projected Newton methods for optimization problems with simple constraints , 1981, 1981 20th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes.
[22] Philip E. Gill,et al. Practical optimization , 1981 .
[23] Shih-Ping Han. SOLVING QUADRATIC PROGRAMS BY AN EXACT PENALTY FUNCTION , 1981 .
[24] Magnus R. Hestenes,et al. Conjugate Direction Methods in Optimization , 1980 .
[25] Regina Benveniste. A quadratic programming algorithm using conjugate search directions , 1979, Math. Program..
[26] I. Duff,et al. Direct Solution of Sets of Linear Equations whose Matrix is Sparse, Symmetric and Indefinite , 1979 .
[27] Alexander Meeraus,et al. Matrix augmentation and partitioning in the updating of the basis inverse , 1977, Math. Program..
[28] D. Sorensen. Updating the Symmetric Indefinite Factorization with Applications in a Modified Newton's Method , 1977 .
[29] Klaus Ritter,et al. An effective algorithm for quadratic minimization problems , 1976 .
[30] R. Fletcher. Factorizing symmetric indefinite matrices , 1976 .
[31] J. Bunch,et al. Some stable methods for calculating inertia and solving symmetric linear systems , 1977 .
[32] Stephen M. Robinson,et al. Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms , 1974, Math. Program..
[33] J. Bunch,et al. Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations , 1971 .
[34] Boris Polyak. The conjugate gradient method in extremal problems , 1969 .
[35] M. Hestenes,et al. Methods of conjugate gradients for solving linear systems , 1952 .