OPTEC Workshop on
Large Scale Convex Quadratic Programming -
Algorithms, Software, and Applications
Leuven, November 25 and 26, 2010
Aim of this two day workshop is to bring together scientists working on algorithms and software for the solution of large scale quadratic programs as they arise in numerous applications. Special emphasis will be given to convex QPs with large numbers of variables or constraints that necessitate specialized and possibly distributed algorithms.
Final program
| 25 November (Thursday) | |
| 10:30-11:00 | Registration |
| 11:00-11:15 | Welcome coffee |
| 11:15-12:05 | Yurii Nesterov: Fast gradient methods for large-scale optimization problems (PDF) |
| 12:05-12:35 | Olivier Devolder: First-order Methods for Convex Optimization with Inexact Oracle (PDF) |
| 12:35-14:00 | Lunch |
| 14:00-14:30 | Philippe Toint: Inexact range-space Krylov solvers for linear systems arising from inverse problems (PDF) |
| 14:30-15:00 | Eric Kerrigan: A Well-conditioned Interior Point Method for Quadratic Programming with an Application to Optimal Control (PDF) |
| 15:00-15:30 | Nick Gould: CQP: a fortran 90 module for large-scale convex quadratic programming (PDF) |
| 15:30-16:30 | Poster session |
| 16:30-17:20 | Stephen Wright: Efficient methods for structured quadratic programs (PDF) |
| 17:20-17:50 | Joachim Dahl: Solving large-scale convex QPs with MOSEK (PDF) |
| 19:00- | Dinner |
| 26 November (Friday) | |
| 9:00-9:50 | Michael Saunders: A Regularized Active-set Method for Sparse Convex Quadratic Programming (PDF) |
| 9:50-10:20 | Christian Kirches: A Block Structured Active Set Method for Mixed--Integer Optimal Control Problems (PDF) |
| 10:20-10:50 | Coffee break |
| 10:50-11:20 | Daniel Axehill: A Dual Active Set-Like Quadratic Programming Algorithm Tailored for Model Predictive Control (PDF) |
| 11:20-11:50 | John Bagterp Jørgensen: Convex QP Algorithms for Linear MPC with Soft Output Constraints (PDF) |
| 11:50-13:50 | Lunch |
| 13:50-14:20 | Zdeněk Dostál: Optimal QP algorithms and scalable algorithms for nonlinear problems of mechanics (PDF) |
| 14:20-14:50 | Oleg Burdakov: Monotonicity recovering QP-based methods for postprocessing finite element solutions (PDF) |
| 14:50-15:00 | Closing session |
| 15:00- | Goodbye coffee |
The book of abstracts is already available here.
Location
The exact address of the workshop site is
Auditorium 'De Tweede Hoofdwet'
Thermotechnisch Instituut
Kasteelpark Arenberg 41
B-3001 Heverlee
Travel and hotel information is available here.
Downloads
The workshop photo gallery can be viewed here, and can be downloaded from here.
The presentations might be downloaded here.
The workshop is organized by M. Diehl and A. Kozma and financially supported by K.U. Leuven's Optimization in Engineering Center OPTEC and the EU FP7 Projects HD-MPC and EMBOCON.



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