37 search results - page 1 / 8 » Steplength selection in interior-point methods for quadratic... |
APPML
2007
14 years 9 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 ...
85
Voted
CDC
2010
IEEE
14 years 4 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...
93
Voted
KDD
2007
ACM
15 years 10 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
14 years 9 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...
99
Voted
OL
2007
14 years 9 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...