Zi-Xi Chen

PDNQP: A GPU-based Factorization-free Method for Large-scale Nonconvex Quadratic Programming

PDNQP is presented, a factorization-free first-order solver for finding stationary points of large-scale nonconvex quadratic programs and its key ingredients are a residual-form reformulation that avoids penalty-dependent normal matrices and preserves a fixed sparse constraint operator across outer iterations, and an a...