The proposed framework is applied to primal and dual quadratic problems, as well as to single-phase problems that combine the feasibility and optimality phases of the active-set method, producing a range of formats that are suitable for a variety of applications. The algorithm is implemented in ...
Active setBarzlai–Borwein stepL-BFGSSemi-smooth NewtonIn this paper, we are concerned with efficient algorithms for solving the least squares semidefinite programming which contains many equalities and inequalities constraints. Our proposed method is built upon its dual formulation and is a type of ...
A dual active-set algorithm for convex quadratic programming Topics control optimization numerical-optimization quadratic-programming model-predictive-control active-set-method Resources Readme License MIT license Activity Stars 69 stars Watchers 6 watching Forks 13 forks Report repository Release...
序列二次规划 Sequential quadratic programming (SQP) 序列线性二次规划Sequential linear-quadratic programming (SLQP) 简化梯度法Reduced gradient method (RG) 广义简化梯度法Generalized reduced gradient method (GRG) 二.非负最小二乘问题Non-negative least squares 1.简介: 非负最小二乘问题是最小二乘法的一...
quadratic programmingactive set methodsinterior point methodssparsitymatrix of second partial derivativesJacobian matrixconvexnonconvexindefinite quadratic programsbarrier functionKeywords The Quadratic Program Linear Kuhn–Tucker Conditions for the Quadratic Program Active Set Methods Initialization Addition and ...
I. Das, "An active set quadratic programming algorithm for real-time predictive control," Optimization Methods and Software, Vol.21, No.5, pp.833-849, 2006.͓18͔ Das, I., 2006, "An Active Set Quadratic Programming Algorithm for Real- Time Model Predictive Control," Optim. Methods ...
mpcActiveSetSolversolves the QP problem using an active-set method, the KWIK algorithm, based on[1]. For more information, seeQP Solvers. References [1] Schmid, C., and L.T. Biegler. "Quadratic Programming Methods for Reduced Hessian SQP."Computers & Chemical Engineering18, no. 9 (Septem...
mpcActiveSetSolversolves the QP problem using an active-set method, the KWIK algorithm, based on[1]. For more information, seeQP Solvers. References [1] Schmid, C., and L.T. Biegler. "Quadratic Programming Methods for Reduced Hessian SQP."Computers & Chemical Engineering18, no. 9 (Septem...
This papers studies the performance of several interior-point and active-set methods on bound constrained optimization problems. The numerical tests show that the sequential linear-quadratic programming (SLQP) method is robust, but is no...
A C++ library for Quadratic Programming which implements the Goldfarb-Idnani active-set dual method. - liuq/QuadProgpp