Optimal Quadratic Programming and Qcqp Algorithms with Applications
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Preface.- Part I Background.- Chapter 1 Linear Algebra.- Chapter 2 Optimization.- Part II Basic Algorithms.- Chapter 3 Gradient Methods.- Chapter 4 Conjugate Gradients as Direct Method.- Chapter 5 Gradient Projection.- Chapter 6 From Penalty to Exact Augmented Lagrangians.- Chapter 7 Active Sets with Finite Termination.- Part III Optimal Algorithms.- Chapter 8 Conjugate Gradients as Iterative Method.- Chapter 9 SMALE for Equality Constraints.- Chapter 10 MPRGP for Bound Constraints.- Chapter 11 MPGP and PBBF for Separable QCQP.- Chapter 12 Solvers for Separable and Equality QP/QCQP Problems.- Part IV Case Studies.- Chapter 13 Elliptic Variational Inequalities.- Chapter 14 Contact Problem with Friction.- Chapter 15 Model Predictive Control.- Chapter 16 Support Vector Machines.- Chapter 17 PERMON and ESPRESO Software.- References.
Zdeněk Dostál is a professor at the Department of Applied Mathematics and Senior Researcher at IT4Innovations National Supercomputing Center, VSB-Technical University of Ostrava. Zdeněk works in Numerical Linear Algebra, Optimization, and Computational Mechanics. He published his results in more than 120 papers (Scopus). He is an author of the book 'Optimal Quadratic Programming Algorithms' (Springer 2009) and coauthor of 'Scalable Algorithms for Contact Problems' (Springer 2017) on massively parallel algorithms with theoretically supported linear (optimal) complexity. His current research concerns QP, QCQP, and generalization of the above results to H-TFETI and H-TBETI.
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