A proportioning based algorithm with rate of convergence for bound constrained quadratic programming (Q1418846)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A proportioning based algorithm with rate of convergence for bound constrained quadratic programming |
scientific article; zbMATH DE number 2026780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A proportioning based algorithm with rate of convergence for bound constrained quadratic programming |
scientific article; zbMATH DE number 2026780 |
Statements
A proportioning based algorithm with rate of convergence for bound constrained quadratic programming (English)
0 references
14 January 2004
0 references
The author considers a quadratic optimization problem for which he proposes an algorithm for its solution. The algorithm combines the proportioning algorithm with gradient projections. He gives the rate of convergence and proves a result concerning its finite termination property.
0 references
quadratic programming
0 references
bound constraints
0 references
inexact active set strategy
0 references
convergence
0 references
algorithm
0 references
gradient projections
0 references
finite termination property
0 references
0.8935368
0 references
0.8898765
0 references
0.8872664
0 references
0.88534254
0 references
0.88438064
0 references
0.8841187
0 references
