An active-set algorithm for norm constrained quadratic problems - Rontsis, Nikitas; Goulart, Paul J.; Nakatsukasa, Yuji (Mathematical programming, 2022)
Keywords: Algorithms; Analysis; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Constraints; Full Length Paper; Linear functions; Mathematical analysis; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Mathematics of Computing; Numerical Analysis; Principal components analysis; Quadratic equations; Quadratic programming; Theoretical; Trust-region; Dimensionality reduction; Nonconvex optimization; Sequential quadratic programming; 65F15; 90C90; 90C26; Active-set