Optimization Software Design Principles

Object-Oriented Software for Quadratic Programming

  • Michael Gertz
  • Stephen Wright
    • Categories Optimization Software Design Principles, Quadratic Programming Tags , ,

    We describe the object-oriented software package OOQP for solving convex quadratic programming problems (QP). The primal-dual interior point algorithms supplied by OOQP are implemented in a way that is largely independent of the problem structure. Users may exploit problem structure by supplying linear algebra, problem data, and variable classes that are customized to their particular … Read more

    GPCG: A case study in the performance and scalability of optimization algorithms

  • Steven Benson
  • Lois McInnes
  • Jorge MorĂ©
    • Categories Optimization Software Design Principles, Parallel Algorithms, Problem Solving Environments Tags , ,

    GPCG is an algorithm within the Toolkit for Advanced Optimization (TAO) for solving bound constrained, convex quadratic problems. Originally developed by More’ and Toraldo, this algorithm was designed for large-scale problems but had been implemented only for a single processor. The TAO implementation is available for a wide range of high-performance architecture, and has been … Read more