We propose new algorithms for (i) the local optimization of bound constrained quadratic programs, (ii) the solution of general definite quadratic programs, and (iii) finding either a point satisfying given linear equations and inequalities or a certificate of infeasibility. The algorithms are implemented in Matlab and tested against state-of-the-art quadratic programming software.© The Author(s) 201
Many problems in economics, statistics and numerical analysis can be formulated as the optimization ...
preprintWe consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic fun...
We follow the popular approach for unconstrained minimization, i.e. we develop a local quadratic mod...
AbstractIn this paper we consider the problem of finding the constrained global optimum of an indefi...
AbstractWe present an algorithm for the quadratic programming problem of determining a local minimum...
We reformulate a (indefinite) quadratic program (QP) as a mixed-integer linear programming (MILP) pr...
AbstractWe present an algorithm for finding the global minimum of an indefinite quadratic function o...
A algorithm for solving the definite quadratic programming problem is presented. An implementation ...
Computational methods are considered for finding a point that satisfies the second-order necessary c...
The aim of this paper is to discuss different branch and bound methods for solving indefinite quadra...
Let (MQP) be a general mixed-integer quadratic program that consists of minimizing a quadratic funct...
Two interior-point algorithms are proposed and analyzed, for the (local) Solution of (possibly) inde...
This paper describes a new technique for generating convex, strictly concave and indefinite (bilinea...
Quadratic programming (QP) is one technique that allows for the optimization of a quadratic function...
Computational methods are considered for finding a point satisfying the second-order necessary condi...
Many problems in economics, statistics and numerical analysis can be formulated as the optimization ...
preprintWe consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic fun...
We follow the popular approach for unconstrained minimization, i.e. we develop a local quadratic mod...
AbstractIn this paper we consider the problem of finding the constrained global optimum of an indefi...
AbstractWe present an algorithm for the quadratic programming problem of determining a local minimum...
We reformulate a (indefinite) quadratic program (QP) as a mixed-integer linear programming (MILP) pr...
AbstractWe present an algorithm for finding the global minimum of an indefinite quadratic function o...
A algorithm for solving the definite quadratic programming problem is presented. An implementation ...
Computational methods are considered for finding a point that satisfies the second-order necessary c...
The aim of this paper is to discuss different branch and bound methods for solving indefinite quadra...
Let (MQP) be a general mixed-integer quadratic program that consists of minimizing a quadratic funct...
Two interior-point algorithms are proposed and analyzed, for the (local) Solution of (possibly) inde...
This paper describes a new technique for generating convex, strictly concave and indefinite (bilinea...
Quadratic programming (QP) is one technique that allows for the optimization of a quadratic function...
Computational methods are considered for finding a point satisfying the second-order necessary condi...
Many problems in economics, statistics and numerical analysis can be formulated as the optimization ...
preprintWe consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic fun...
We follow the popular approach for unconstrained minimization, i.e. we develop a local quadratic mod...