Quadratic programming problems with M-matrices and box constraints (Q756931)
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scientific article; zbMATH DE number 4192970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic programming problems with M-matrices and box constraints |
scientific article; zbMATH DE number 4192970 |
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Quadratic programming problems with M-matrices and box constraints (English)
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1989
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The author proposes an algorithm for solving quadratic problems subject to simple bounds, when the Hessian is an M-matrix. The algorithm converges in at most 2n iterations (n is the number of variables). At each iteration a quadratic unconstrained problem has to be solved. This seems to make the algorithm quite attractive. A numerical example is detailed.
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quadratic programming
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optimization
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finite convergence
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M-matrix
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algorithm
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numerical example
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