Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: QPALM: A Proximal Augmented Lagrangian Method for Nonconvex Quadratic
  Programs   We propose QPALM, a nonconvex quadratic programming (QP) solver based on the
proximal augmented Lagrangian method. This method solves a sequence of inner
subproblems which can be enforced to be strongly convex and which therefore
admit a unique solution. The resulting steps are shown to be equivalent to
inexact proximal point iterations on the extended-real-valued cost function,
which allows for a fairly simple analysis where convergence to a stationary
point at an \(R\)-linear rate is shown. The QPALM algorithm solves the
subproblems iteratively using semismooth Newton directions and an exact
linesearch. The former can be computed efficiently in most iterations by making
use of suitable factorization update routines, while the latter requires the
zero of a monotone, one-dimensional, piecewise affine function. QPALM is
implemented in open-source C code, with tailored linear algebra routines for
the factorization in a self-written package LADEL. The resulting implementation
is shown to be extremely robust in numerical simulations, solving all of the
Maros-Meszaros problems and finding a stationary point for most of the
nonconvex QPs in the Cutest test set. Furthermore, it is shown to be
competitive against state-of-the-art convex QP solvers in typical QPs arising
from application domains such as portfolio optimization and model predictive
control. As such, QPALM strikes a unique balance between solving both easy and
hard problems efficiently.

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The categories of this paper are: physics
0
The categories of this paper are: hep-ph
6
The categories of this paper are: astro-ph
7
The categories of this paper are: hep-th
30
The categories of this paper are: q-alg
37
The categories of this paper are: supr-con
31
The categories of this paper are: ao-sci
22
The categories of this paper are: chao-dyn
34
The categories of this paper are: chem-ph
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The categories of this paper are: bayes-an
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The categories of this paper are: gr-qc
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The categories of this paper are: atom-ph
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The categories of this paper are: nlin
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The categories of this paper are: cs
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The categories of this paper are: alg-geom
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The categories of this paper are: hep-lat