The projected Barzilai-Borwein method with fall-back for strictly convex QCQP problems with separable constraints

DOI10.1016/j.matcom.2017.10.003zbMath1482.90135OpenAlexW2766258225MaRDI QIDQ1996996

Lukáš Pospíšil, Zdeněk Dostál

Publication date: 1 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2017.10.003

zbMATH Keywords

quadratic programmingseparable constraintsQCQPBarzilai-Borwein with fall-back

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Methods of quasi-Newton type (90C53) Contact in solid mechanics (74M15)

Related Items (2)

Using gradient directions to get global convergence of Newton-type methods ⋮ Steplength selection in gradient projection methods for box-constrained quadratic programs

Uses Software

• SPG

Cites Work

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• Algorithm 813

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