
SNOPT
 Referenced in 543 articles
[sw02300]
 algorithm for largescale 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 logdensity 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, firstlevel constraints are linear, and secondlevel (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 twophase, activeset, reducedHessian 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 smallscale quadratic programs in a numerically stable...

Biq Mac
 Referenced in 88 articles
[sw10532]
 semidefinite MaxCut relaxation, strengthened by triangle inequalities. The expensive part of our bounding procedure ... extend our experiments to instances of unconstrained quadratic 01 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 largescale 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 ... affinescaling algorithm, global convergence and local quadratic convergence are proved...

LSSOL
 Referenced in 17 articles
[sw07785]
 linearly constrained leastsquares and convex quadratic programming. It uses a twophase 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]
 dualfeasible Schurcomplement 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 reducedspace 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...