• SNOPT

  • Referenced in 543 articles [sw02300]
  • algorithm for large-scale constrained optimization. Sequential quadratic programming (SQP) methods have proved highly effective ... constraints. Here we consider problems with general inequality constraints (linear and nonlinear). We assume that...
  • tmg

  • Referenced in 18 articles [sw39813]
  • space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations ... from distributions whose log-density is piecewise quadratic, as in the ”Bayesian Lasso” model...
  • PENBMI

  • Referenced in 49 articles [sw05124]
  • solving optimization problems with quadratic objective and bilinear matrix inequality constraints. It is aimed...
  • QPOPT

  • Referenced in 17 articles [sw07859]
  • Fortran 77 subroutines for minimizing a general quadratic function subject to linear constraints and simple ... linear equalities and inequalities. If the quadratic function is convex (i.e., the Hessian is positive...
  • OPECgen

  • Referenced in 20 articles [sw13463]
  • mathematical programs with quadratic objectives and affine variational inequality constraints. We describe a technique ... equilibrium constraints, MPEC. A QPEC is a quadratic MPEC, that is an optimization problem whose ... objective function is quadratic, first-level constraints are linear, and second-level (equilibrium) constraints ... given by a parametric affine variational inequality or one of its specialisations. The generator, written...
  • SQOPT

  • Referenced in 18 articles [sw07860]
  • minimizing a convex quadratic function subject to both equality and inequality constraints. SQOPT may also ... linear equalities and inequalities. SQOPT uses a two-phase, active-set, reduced-Hessian method ... some of the variables appear in the quadratic term, or the number of active constraints...
  • CML

  • Referenced in 10 articles [sw26227]
  • linear or nonlinear, equality or inequality), using the sequential quadratic programming method. CML computes...
  • QL

  • Referenced in 16 articles [sw12450]
  • solves strictly convex quadratic programming problems subject to linear equality and inequality constraints ... code is designed for solving small-scale quadratic programs in a numerically stable...
  • Biq Mac

  • Referenced in 88 articles [sw10532]
  • semidefinite Max-Cut relaxation, strengthened by triangle inequalities. The expensive part of our bounding procedure ... extend our experiments to instances of unconstrained quadratic 0-1 optimization and to instances...
  • QSDPNAL

  • Referenced in 30 articles [sw18799]
  • Lagrangian method, called QSDPNAL, for solving convex quadratic semidefinite programming (QSDP) problems with constraints consisting ... large number of linear equality and inequality constraints, a simple convex polyhedral set constraint...
  • MUSCOP

  • Referenced in 7 articles [sw06143]
  • inexact sequential quadratic programming (SQP) method for inequality constrained problems and provide local convergence theory ... solution of the occurring large-scale quadratic programming problems (QPs) we develop a structure exploiting...
  • CFSQP

  • Referenced in 61 articles [sw04658]
  • each iteration after feasibility for nonlinear inequality and linear constraints has been reached (monotone line ... implementation of two algorithms based on Sequential Quadratic Programming (SQP), modified so as to generate...
  • QUINOPT

  • Referenced in 1 article [sw34786]
  • solve optimisation problems with polynomial quadratic integral inequality constraints. Below is a quick guide...
  • reducedLP

  • Referenced in 12 articles [sw04821]
  • Constraint reduction for linear programs with many inequality constraints Consider solving a linear program ... affine-scaling algorithm, global convergence and local quadratic convergence are proved...
  • LSSOL

  • Referenced in 17 articles [sw07785]
  • linearly constrained least-squares and convex quadratic programming. It uses a two-phase active ... with respect to a set of linear inequality constraints. LSSOL treats all matrices as dense...
  • NOA

  • Referenced in 14 articles [sw08659]
  • Lipschitz continuous function subject to locally Lipschitzian inequality and equality constraints, general linear constraints ... subgradients of the problem functions and use quadratic programming for search direction finding. We discuss...
  • DASOPT

  • Referenced in 14 articles [sw09260]
  • large scale optimization based on sequential quadratic programming (SQP). DASOPT is intended for the computation ... eventually three) spatial dimensions, including possible inequality constraints on the state variables.par...
  • rosqp

  • Referenced in 1 article [sw33936]
  • solve sparse convex quadratic programming problems with optional equality and inequality constraints...
  • QPSchur

  • Referenced in 16 articles [sw06918]
  • dual-feasible Schur-complement method for quadratic programming (QP) with positive definite Hessians. The formulation ... Updates to the working set of active inequality constraints are facilitated using a dense Schur ... predictive control (MPC) and reduced-space successive quadratic programming (with several different representations...
  • LCOBYQA

  • Referenced in 9 articles [sw10964]
  • whose derivatives are unavailable, subject to linear inequality constraints. The algorithm is based ... iterative, at each iteration it constructs a quadratic approximation (model) of the objective function that...