P2GP is a MATLAB code for the solution of Quadratic Programming problems with a Single Linear constraint and Bounds on the variables (SLBQPs). The problems are not required to be strictly convex. The code implements the Proportionality-based 2-phase Gradient Projection method proposed in D. di Serafino, G. Toraldo, M. Viola, J. Barlow, A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables, SIAM Journal on Optimization, 28 (4), pp. 2809-2838, ISSN: 1052-6234, doi: 10.1137/17M1128538. It also includes SLBQPgen, a generator of SLBQPs (and BQPs), described in Section 5.1 of the aforementioned article.

P2GP - Proportionality-based 2-phase Gradient Projection method

di Serafino Daniela;Toraldo Gerardo;
2017

Abstract

P2GP is a MATLAB code for the solution of Quadratic Programming problems with a Single Linear constraint and Bounds on the variables (SLBQPs). The problems are not required to be strictly convex. The code implements the Proportionality-based 2-phase Gradient Projection method proposed in D. di Serafino, G. Toraldo, M. Viola, J. Barlow, A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables, SIAM Journal on Optimization, 28 (4), pp. 2809-2838, ISSN: 1052-6234, doi: 10.1137/17M1128538. It also includes SLBQPgen, a generator of SLBQPs (and BQPs), described in Section 5.1 of the aforementioned article.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11588/818647
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