An iterative working-set method for large-scale nonconvex quadratic programming

An iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach

Tri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of pro...

An Algorithm for Large-Scale Quadratic Programming

We are particularly concerned in solving (1.1) when n is large and the vectors a, and matrix H are sparse. We do not restrict H to being positive (semi-)definite and consequently are content with finding local solutions to (1.1). Of course, for many classes of problem, it is known a priori that any local solution is a global one. Our method is fundamentally related to that proposed by Fletcher ...

QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming

We describe an active-set, dual-feasible Schur-complement method for quadratic programming (QP) with positive definite Hessians. The formulation of the QP being solved is general and flexible, and is appropriate for many different application areas. Moreover, the specialized structure of the QP is abstracted away behind a fixed KKT matrix called Ko and other problem matrices, which naturally le...

An Iterative Method for Nonconvex Equilibrium Problems

Using some recent results from nonsmooth analysis, we prove the convergence of a new iterative scheme to a solution of a nonconvex equilibrium problem.

Large-scale decomposition for successive quadratic programming