We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
This paper contains a new convergence analysis for the Lewis and Torczon generalized pattern search (GPS) class of methods for unconstrained and linearly constrained optimization. ...
— In this paper, a numerical method (termed, E47 algorithm) based on linear variational inequalities (LVI) is presented and investigated to solve quadratic programming (QP) probl...
Yunong Zhang, Senbo Fu, Zhijun Zhang, Lin Xiao, Xu...
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...