Inside Oqla and Qpalm

Jean Charles Gilbert (1) , Émilie Joannopoulos (1)

1 POMDAPI - Environmental Modeling, Optimization and Programming Models

This report describes the technical details of the implementation of the augmented Lagrangian algorithm used in Oqla and Qpalm, which are pieces of software designed to solve a convex quadratic optimization problem. The goal of the report is to make easier the reading and the understanding of the C++/Matlab functions defining the solvers. The Oqla and Qpalm user's guides can be found elsewhere.

Domaines: Optimisation et contrôle [math.OC]

Jean Charles Gilbert, Émilie Joannopoulos. Inside Oqla and Qpalm. 2014. ⟨hal-01110433⟩