Block strategies in active-set algorithms for quadratic programming with box constraints
Conference
·
OSTI ID:36001
We address the problem of finding a stationary point of a quadratic program with box constraints (BQP). This point is a local minimum of the BQP provided some sufficient second order conditions are satisfied. Active-set algorithms are recommended for this type of problem when its dimension is small but tend to lose efficiency for large-scale BQPs. In this talk we discuss some block strategies that reduce substantially the total number of iterations of the algorithm. We also discuss the application of this type of procedures for finding global minima of separable convex quadratic programs with linear constrains (SCQP) by solving its dual problem. Computational experience with large-scale BQPs and SCQPs is also included to highlight the efficiency of these approaches.
- OSTI ID:
- 36001
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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