2 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…