Automatic differentiation (AD) automatically transforms programs which calculate elementary functions into programs which calculate the gradients of these functions. Unlike other differentiation techniques, AD allows one to calculate the gradient of any function at the cost of at most 5 values of the function (in terms of time). Interval constraint programming (ICP) is a part … Read more
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 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