Combinatorial Algorithm for Quadratic Programs with Laplacian Structure
| dc.contributor.author | Kruk, Serge | |
| dc.contributor.author | Nierman, Ryan | |
| dc.contributor.author | Shi, Peter | |
| dc.date.accessioned | 2017-10-25T12:45:09Z | |
| dc.date.available | 2017-10-25T12:45:09Z | |
| dc.date.issued | 2016 | |
| dc.description.abstract | 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. | en_US |
| dc.identifier.uri | http://hdl.handle.net/10323/4590 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Utilitas Mathematica | en_US |
| dc.subject | Optimization | en_US |
| dc.title | Combinatorial Algorithm for Quadratic Programs with Laplacian Structure | en_US |
| dc.type | Article | en_US |