QPALM - Inria - Institut national de recherche en sciences et technologies du numérique
Logiciel Année : 2014

QPALM

Résumé

QPALM solves a convex quadratic optimization problem with bound, inequality and equality constraints. The algorithm uses an augmented Lagrangian approach, which transforms the problem in a sequence of bound constrained problems. The augmentation parameter is determined from the desired global linear speed of convergence given by the user, knowing that a too demanding requirement may induce ill-conditioning and therefore numerically slow down the speed of convergence. QPALM is written in Matlab.
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