A parallel relaxation method for quadratic programming problems with interval constraints

DOI10.1016/0377-0427(94)00093-GzbMath0831.65064WikidataQ127939633 ScholiaQ127939633MaRDI QIDQ1900763

Masao Fukushima, Toshihide Ibaraki, Takanobu Sugimoto

Publication date: 18 February 1996

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergenceconvex programmingparallel algorithmJacobi methodnumerical comparisonsrow-action methodsinterval constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Parallel numerical computation (65Y05)

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Duality and saddle-point type optimality for interval-valued programming, A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty, SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality

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