parametric quadratic programming

A parametric active set method for quadratic programs with vanishing constraints

  • Hans Georg Bock
  • Christian Kirches
  • Andreas Potschka
  • Sebastian Sager
    • Categories Combinatorial Optimization, Control Applications, Quadratic Programming Tags , , ,

    Combinatorial and logic constraints arising in a number of challenging optimization applications can be formulated as vanishing constraints. Quadratic programs with vanishing constraints (QPVCs) then arise as subproblems during the numerical solution of such problems using algorithms of the Sequential Quadratic Programming type. QPVCs are nonconvex problems violating standard constraint qualifications. In this paper, we … Read more

    Reliable solution of convex quadratic programs with parametric active set methods

  • Hans Georg Bock
  • Christian Kirches
  • Andreas Potschka
  • Johannes P. Schlöder
    • Categories Convex Optimization, Optimization Software Benchmark, Quadratic Programming Tags , , ,

    Parametric Active Set Methods (PASM) are a relatively new class of methods to solve convex Quadratic Programming (QP) problems. They are based on tracing the solution along a linear homotopy between a QP with known solution and the QP to be solved. We explicitly identify numerical challenges in PASM and develop strategies to meet these … Read more