convex quadratic minimization

A Dual Gradient-Projection Method for Large-Scale Strictly Convex Quadratic Problems

  • Nicholas I. M. Gould
  • Daniel P. Robinson
    • Categories Quadratic Programming Tags , ,

    The details of a solver for minimizing a strictly convex quadratic objective function subject to general linear constraints is presented. The method uses a gradient projection algorithm enhanced with subspace acceleration to solve the bound-constrained dual optimization problem. Such gradient projection methods are well-known, but are typically employed to solve the primal problem when only … Read more

    An Effective Branch-and-Bound Algorithm for Convex Quadratic Integer Programming

  • Christoph Buchheim
  • Alberto Caprara
  • Andrea Lodi
    • Categories (Mixed) Integer Nonlinear Programming, Convex Optimization, Quadratic Programming Tags ,

    We present a branch-and-bound algorithm for minimizing a convex quadratic objective function over integer variables subject to convex constraints. In a given node of the enumeration tree, corresponding to the fixing of a subset of the variables, a lower bound is given by the continuous minimum of the restricted objective function. We improve this bound … Read more