Complexity Certification of Proximal-Point Methods for Numerically Stable Quadratic Programming
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DOI: 10.1109/lcsys.2020.3038035
Abstract: When solving a quadratic program (QP), one can improve the numerical stability of any QP solver by performing proximal-point outer iterations, resulting in solving a sequence of better conditioned QPs. In this letter we present… read more here.
Keywords: proximal point; certification proximal; complexity certification; point ... See more keywords