The algorithm is based on a primal active-set method that heavily exploits warm-starts and low-rank updates of matrix factorizations in order to reduce the required computational work. By using a ...

Abstract: The success of compressed sensing relies essentially on the ability to efficiently find an approximately sparse solution to an under-determined linear system. In this paper, we developed an ...

Python implementation of a primal active set method for sequential quadratic programming. A base ActiveSet class implements the generic form of the algorithm while derived classes implement the small ...

Active Set Methods The parameter ... The algorithm then moves from one feasible point x (k-1) to a better feasible point x (k) along a feasible search direction s (k), Theoretically, the path of ...

In our algorithm, called TRB-Powell (Trust-Region Box), we replaced the quadratic solver of NEWUOA and BOBYQA by an active-set method that uses the strategy described in [7]. For solving the ...

In section 3, a new projected active set conjugate gradient algorithm is developed, analyzed, and investigated for the MPC problem, which can be generalized from non-linear systems and lower limb ...

[3] A block active set algorithm with spectral choice line search for the symmetric eigenvalue complementarity problem. Applied Mathematics and Computation (2017). Back to "Optimisation" ...