QPDAS: Dual Active Set Solver for Mixed Constraint Quadratic Programming

Mattias Fält, Pontus Giselsson

Forskningsoutput: Kapitel i bok/rapport/Conference proceedingKonferenspaper i proceedingPeer review

Sammanfattning

We present a method for solving the general mixed constrained convex quadratic programming problem using an active set method on the dual problem. The approach is similar to existing active set methods, but we present a new way of solving the linear systems arising in the algorithm. There are two main contributions; we present a new way of factorizing the linear systems, and show how iterative refinement can be used to achieve good accuracy and to solve both types of sub-problems that arise from semi-definite problems.
Originalspråkengelska
Titel på värdpublikation2019 IEEE Conference on Decision and Control (CDC)
FörlagIEEE - Institute of Electrical and Electronics Engineers Inc.
Sidor4891-4897
Antal sidor7
ISBN (elektroniskt)978-1-7281-1398-2
ISBN (tryckt)978-1-7281-1399-9
DOI
StatusPublished - 2019 dec. 11
Evenemang58th IEEE Conference on Decision and Control, CDC 2019 - Nice, Frankrike
Varaktighet: 2019 dec. 112019 dec. 13

Konferens

Konferens58th IEEE Conference on Decision and Control, CDC 2019
Land/TerritoriumFrankrike
OrtNice
Period2019/12/112019/12/13

Ämnesklassifikation (UKÄ)

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