3 papers
math.OC2026
Goldfarb-Idnani Revisited:Invariants, Certificates, and the Limits of Guessing
Thomas Schmelzer, Martin Stoll
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…
math.OC2026
Non-Negative Conjugate Gradients
Thomas Schmelzer, Martin Stoll
The conjugate gradient method (CG) solves a symmetric positive definite (SPD) system , but does not respect . We develop non-negative conjugate gradients, a solver fo…
math.OC2018
Interior Point Methods and Preconditioning for PDE-Constrained Optimization Problems Involving Sparsity Terms
John W. Pearson, Margherita Porcelli, Martin Stoll
PDE-constrained optimization problems with control or state constraints are challenging from an analytical as well as numerical perspective. The combination of these constraints wi…