Quadratic programming
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- Convex Quadratic and Semidefinite Programming Relaxations in Scheduling
- A Primal-Dual Augmented Lagrangian Penalty-Interior-Point Filter Line Search Algorithm
- A Sequential Quadratically Constrained Quadratic Programming Method with an Augmented Lagrangian Line Search Functionଁ Chun-Ming Tanga,B, Jin-Bao Jianb,∗
- Semidefinite Relaxation of Quadratic Optimization Problems
- Using a Mixed Integer Quadratic Programming Solver for the Unconstrained Quadratic 0-1 Problem Alain Billionnet, Sourour Elloumi
- Fortmp Optimization System
- CMPL <Coliop|Coin> Mathematical Programming Language
- A Stochastic Programming Integrated Environment (Spine)
- Indefinite Knapsack Separable Quadratic Programming: Methods and Applications Jaehwan Jeong University of Tennessee - Knoxville, [email protected]
- Multiparametric Linear and Quadratic Programming Nuno P
- A Technique for Solving Special Type Quadratic Programming Problems M
- The Simplex Method for Quadratic Programming Author(S): Philip Wolfe Source: Econometrica, Vol
- Lecture 9 1 Introduction to Semidefinite Programming
- Solving Mixed-Integer Quadratic Programming Problems with IBM-CPLEX: a Progress Report
- Some Theoretical Properties of an Augmented Lagrangian Merit Function
- Globally Solving Non-Convex Quadratic Programs Via Linear
- Convex Quadratic Programming
- Strong Formulations for Quadratic Optimization with M-Matrices and Indicator Variables