A direct active set algorithm for large sparse quadratic programs with simple bounds.

Thomas F. Coleman Laurie A. Hulbert

Published in: Math. Program. (1989)

Keyphrases

active set
learning algorithm
worst case
probabilistic model
efficient implementation
lower bound
objective function
k means
simulated annealing
optimal solution
np hard
dynamic programming
computational complexity
upper bound
support vector
linear programming
convergence rate
decomposition algorithm
interior point