37 search results - page 1 / 8 » Steplength selection in interior-point methods for quadratic... |
APPML
2007
13 years 4 months ago
2007
We present a new strategy for choosing primal and dual steplengths in a primal-dual interior-point algorithm for convex quadratic programming. Current implementations often scale ...
CDC
2010
IEEE
12 years 11 months ago
2010
IEEE
Interior point methods (IPMs) have proven to be an efficient way of solving quadratic programming problems in predictive control. A linear system of equations needs to be solved in...
KDD
2007
ACM
14 years 5 months ago
2007
ACM
The kernel function plays a central role in kernel methods. In this paper, we consider the automated learning of the kernel matrix over a convex combination of pre-specified kerne...
EOR
2010
13 years 4 months ago
2010
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
OL
2007
13 years 4 months ago
2007
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...