Corpus ID: 119313553

Algorithms for Convex Quadratic Programming

  title={Algorithms for Convex Quadratic Programming},
  author={Philipp Hungerlander},
  • Philipp Hungerlander
  • Published 2014
  • Mathematics
  • The main contribution of this thesis is the development of a new algorithm for solving convex quadratic programs. It consists in combining the method of multipliers with an infeasible active-set method. Our approach is iterative. In each step we calculate an augmented Lagrange function. Then we minimize this function using an infeasible active-set method that was already successfully applied to similar problems. After this we update the Lagrange multiplier for the equality constraints. Finally… CONTINUE READING
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