[Home]
[
News]
[ Events]
[ People]
[ Research]
[ Education]
[Visitor Info]
[UCSD Only]
[Admin]
A Dual-Feasible Active-Set Method for Quadratic Programming
Elizabeth Wong
UCSD
Abstract:
We present a dual-feasible active-set method for convex quadratic programming. At each iteration of the algorithm, the dual variables are kept feasible with respect to the optimality conditions of the problem while allowing infeasibility in the primal variables. In addition, the method uses the Schur-complement method to solve KKT systems, allowing flexibility in the implementation of the linear algebra aspects of the method.
Tuesday, June 2, 2009
11:00AM AP&M 2402
News]
[ Events]
[ People]
[ Research]
[ Education]
[Visitor Info]
[UCSD Only]
[Admin]
Directors:
Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
Elizabeth Wong
UCSD
Abstract:
We present a dual-feasible active-set method for convex quadratic programming. At each iteration of the algorithm, the dual variables are kept feasible with respect to the optimality conditions of the problem while allowing infeasibility in the primal variables. In addition, the method uses the Schur-complement method to solve KKT systems, allowing flexibility in the implementation of the linear algebra aspects of the method.
Tuesday, June 2, 2009
11:00AM AP&M 2402