A new algorithm for solving convex parametric quadratic programs based on graphical derivatives of solution mappings.
Panagiotis PatrinosHaralambos SarimveisPublished in: Autom. (2010)
Keyphrases
- quadratic program
- optimal solution
- learning algorithm
- improved algorithm
- worst case
- convex optimization
- objective function
- quadratic programming
- np hard
- computational complexity
- higher order
- linear programming
- linear program
- convex hull
- dynamic programming
- probabilistic model
- mathematical model
- lower bound
- decomposition algorithm