An Efficient Solution Method for Solving Convex Separable Quadratic Optimization Problems
Fuente:
arXiv
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| Autori principali: | , , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866908589694648320 |
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| author | Li, Shaoze Wu, Junhao Lu, Cheng Deng, Zhibin Fang, Shu-Cherng |
| author_facet | Li, Shaoze Wu, Junhao Lu, Cheng Deng, Zhibin Fang, Shu-Cherng |
| contents | Convex separable quadratic optimization problems occur in many practical applications. In this paper, based on an iterative resolution scheme of the KKT system, we develop an efficient method for solving a quadratic programming problem with a convex separable objective function subject to multiple convex separable constraints. We show that the proposed approach leads to a dual coordinate ascent algorithm and provide a convergence proof. Numerical experiments support the superior performance of the proposed method to that of the Gurobi solver, especially for solving large-scale convex separate quadratic programming problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_11554 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | An Efficient Solution Method for Solving Convex Separable Quadratic Optimization Problems Li, Shaoze Wu, Junhao Lu, Cheng Deng, Zhibin Fang, Shu-Cherng Optimization and Control Convex separable quadratic optimization problems occur in many practical applications. In this paper, based on an iterative resolution scheme of the KKT system, we develop an efficient method for solving a quadratic programming problem with a convex separable objective function subject to multiple convex separable constraints. We show that the proposed approach leads to a dual coordinate ascent algorithm and provide a convergence proof. Numerical experiments support the superior performance of the proposed method to that of the Gurobi solver, especially for solving large-scale convex separate quadratic programming problems. |
| title | An Efficient Solution Method for Solving Convex Separable Quadratic Optimization Problems |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2510.11554 |