Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints
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Publication:291885
DOI10.1007/s10543-015-0563-zzbMath1357.65071OpenAlexW1478834372MaRDI QIDQ291885
Publication date: 10 June 2016
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-015-0563-z
preconditioningsolvabilityiteration methodasymptotic convergenceequality-constraint quadratic programming problem
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Preconditioners for iterative methods (65F08)
Related Items (9)
Editorial preface: ``Advances in numerical algebra and scientific computing ⋮ Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems ⋮ Two-step modulus-based matrix splitting iteration methods for retinex problem ⋮ A modified alternating positive semidefinite splitting preconditioner for block three-by-three saddle point problems ⋮ A relaxed Newton-Picard like method for Huber variant of total variation based image restoration ⋮ On Glowinski's open question on the alternating direction method of multipliers ⋮ On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints ⋮ Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints ⋮ ADMM-Based Methods for Nearness SkewSymmetric and Symmetric Solutions of Matrix Equation AXB = C
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