Feb 6, 2019 · We present a novel refinement algorithm to solve QPs to arbitrary precision. It iteratively solves refined QPs, assuming a floating-point QP solver oracle.
Mar 19, 2018 · It iteratively solves refined QPs, assuming a floating-point QP solver oracle. We prove linear convergence of residuals and primal errors.
It iteratively solves refined QPs, assuming a floating-point QP solver oracle. We prove linear convergence of residuals and primal errors. Second, we provide an ...
... {Solving Quadratic Programs to High Precision using Scaled Iterative Refinement}, journal = {Mathematical Programming Computation}, volume = {11}, pages ...
This article studies a combination of the two state-of-the-art algorithms for the exact solution of linear programs (LPs) over the rational numbers, i.e., ...
Weber, Tobias; Sager, Sebastian; Gleixner, Ambros: Solving Quadratic Programs to High Precision using Scaled Iterative Refinement.
Volume 11, Issue 3 | Mathematical Programming Computation
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Solving quadratic programs to high precision using scaled iterative refinement. Tobias Weber; Sebastian Sager; Ambros Gleixner. Full Length Paper Open access 06 ...
In this paper, we focus on the problem of minimizing a non-convex function over the unit simplex. We analyze two well-known and widely used variants of the ...
Weber, S. Sager, A. Gleixner Solving quadratic programs to high precision using scaled iterative refinement, Mathematical Programming Computation, 49(6), pp.
Nov 1, 2023 · We developed a new complementary condensing algorithm for quadratic programs with many controls. This algorithm is based on a hybrid null-space ...