About 26 results
Open links in new tab
  1. Sequential quadratic programming - Cornell University

    Apr 1, 2022 · Sequential quadratic programming (SQP) is a class of algorithms for solving non-linear optimization problems (NLP) in the real world. It is powerful enough for real problems …

  2. Quadratic programming - Cornell University

    Oct 17, 2020 · QP can be used to solve quadratic functions with linear bounds, made especially straightforward with a convex objective function. QP can also be used as a stepping stone to …

  3. Quadratic constrained quadratic programming - Cornell University ...

    Dec 15, 2024 · Semidefinite Programming (SDP): SDP relaxations replace quadratic constraints with semidefinite constraints, providing a convex approximation of the problem. SDP …

  4. Mathematical programming with equilibrium constraints

    Dec 15, 2021 · The Piecewise SQP technique is a numerical method for solving certain MPECs, based on the different sequential quadratic programming method for NLP problems.

  5. Cornell University Computational Optimization Open Textbook ...

    Dec 15, 2024 · Quadratic programming; Sequential quadratic programming; Subgradient optimization; Mathematical programming with equilibrium constraints; Dynamic optimization; …

  6. Frank-Wolfe - Cornell University Computational Optimization …

    Dec 15, 2021 · The Frank-Wolfe algorithm uses step size and postulated convexity, which formulates a matrix of positive semidefinite quadratic form.

  7. Quadratic programming: Difference between revisions - Cornell ...

    Quadratic programming (QP) is the problem of optimizing a quadratic objective function and is one of the simplests form of non-linear programming. 1 The objective function can contain …

  8. McCormick envelopes - Cornell University Computational …

    Dec 12, 2021 · The McCormick Envelope, originally developed by Dr. Garth McCormick, is a type of convex relaxation used for the optimization of bilinear (..,, +, (+)) non-linear programming …

  9. Branch and cut - Cornell University Computational Optimization …

    Dec 21, 2020 · The Branch and Cut is an optimization algorithm used to optimize integer linear programming. It combines two other optimization algorithms - branch and bound and cutting …

  10. Simplex algorithm - Cornell University Computational …

    Oct 5, 2021 · Besides solving the problems, the Simplex method can also enlighten the scholars with the ways of solving other problems, for instance, Quadratic Programming (QP). For some …

Refresh