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Goldfarb-Idnani Revisited:Invariants, Certificates, and the Limits of Guessing

Schmelzer, Thomas et al.
arXiv (OAI Expanded) · Papers
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optimization-and-control
The dual active-set method of Goldfarb and Idnani solves the strictly convex quadratic program by adding and dropping one constraint at a time, requiring no phase one. Primal--dual active set and block principal pivoting skip the walk altogether: they guess an entire active set at once and repair it
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