convex quadratic programming

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

    On reduced QP formulations of monotone LCP problems

  • Stephen Wright
    • Categories Complementarity and Variational Inequalities, Nonlinear Optimization, Quadratic Programming Tags , ,

    Techniques for transforming convex quadratic programs (QPs) into monotone linear complementarity problems (LCPs) and vice versa are well known. We describe a class of LCPs for which a reduced QP formulation—one that has fewer constraints than the “standard” QP formulation—is available. We mention several instances of this class, including the known case in which the … Read more