Simple Solvers for Large Quadratic Programming Tasks

Vojtěch Franc, Václav Hlaváč
DAGM 2005, Berlin, Germany
DAGM 2005: Proceedings of the 27th DAGM Symposium
Volume 1, Number 3663, Pages 75-84
8--9, 2005

Abstract

We describe solvers for specific quadratic programming (QP) tasks. The QP task becomes challenging when large number of variables is to be optimized. We propose QP solvers which are simple to iplement and still able to cope with problems having hudred thousanda variables.

Keywords

quadratic programming, solvers

Bibtex entry

@InProceedings {Franc-Hlavac-DAGM05-A,
  author =      { Vojt{\ve}ch Franc and V{\'a}clav Hlav{\'a}{\vc}},
  title =       { Simple Solvers for Large Quadratic Programming Tasks },
  pages =       { 75--84 },
  year =        { 2005 },
  booktitle =   { DAGM 2005: Proceedings of the 27th DAGM Symposium },
  editor =      { Kropatch, Walter G. and Sablatnig, Robert and Handbury, Allan },
  publisher =   { Springer-Verlag },
  address =     { Berlin, Germany },
  isbn =        { 3-540-28703-5 },
  volume =      { 1 },
  series =      { LNCS },
  number =      { 3663 },
  month =       { 8--9 },
  day =         { 31--2 },
  venue =       { Viena, Austria },
  annote = { We describe solvers for specific quadratic programming
    (QP) tasks. The QP task becomes challenging when large number of
    variables is to be optimized. We propose QP solvers which are
    simple to iplement and still able to cope with problems having
    hudred thousanda variables.},
  keywords =    { quadratic programming, solvers},
}