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; Viola, Marco. - (2017).
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
