An Active-Set Algorithm for Convex Quadratic Programming Subject to Box Constraints with Applications in Non-Linear Optimization and Machine Learning
A quadratic programming problem with positive definite Hessian subject to box constraints is solved, using an active-set approach. Convex quadratic programming (QP) problems with box constraints appear quite frequently in various real-world applications. The proposed method employs an active-set str...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/9/1467 |
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