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Combinatorial Algorithm for Quadratic Programs with Laplacian Structure

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Author


Kruk, Serge
Nierman, Ryan
Shi, Peter

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QP-Laplacian.pdf

Description


An algorithm is presented that uses a mostly combinatorial approach to solve a family of convex quadratic programs over box constraints. It is proved that for convex programs with the required structure, the algorithm converges in a finite number of iterations. Moreover, each iteration requires, at most, one function evaluation. On synthetic problems with thousands of variables, our implementation determines the optimal solution in seconds.

Date


2016

Subject


Optimization

URI


http://hdl.handle.net/10323/4590

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  • Mathematics and Statistics Faculty Scholarship

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