Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization.
John W. PearsonJacek GondzioPublished in: Numerische Mathematik (2017)
Keyphrases
- constrained optimization
- penalty function
- interior point
- constrained optimization problems
- objective function
- linear programming
- interior point methods
- convex optimization
- linear programming problems
- optimal solution
- equality constraints
- semidefinite programming
- variational inequalities
- quadratic programming
- mixed integer
- primal dual
- approximation algorithms
- optimization method
- linear program