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An active-set method for quadratic programming based on sequential hot-starts

A new method for solving sequences of quadratic programs (QPs) is presented. For each new QP in the sequence, the method utilizes hot-starts that employ information computed by an active-set QP solver during the solution of the first QP. This avoids the computation and factorization of the full cons...

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Bibliographic Details
Main Authors: Johnson, Travis C. (Author) , Kirches, Christian (Author) , Wächter, Andreas (Author)
Format: Article (Journal)
Language:English
Published: May 7, 2015
In: SIAM journal on optimization
Year: 2015, Volume: 25, Issue: 2, Pages: 967-994
ISSN:1095-7189
DOI:10.1137/130940384
Online Access:Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1137/130940384
Verlag, lizenzpflichtig, Volltext: https://epubs.siam.org/doi/10.1137/130940384
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Author Notes:Travis C. Johnson, Christian Kirches, and Andreas Wächter

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