An Optimal Algorithm for Minimization of Quadratic Functions with Bounded Spectrum Subject to Separable Convex Inequality and Linear Equality Constraints

DOI10.1137/090751414zbMath1223.65041OpenAlexW1989412488MaRDI QIDQ3083314

Publication date: 21 March 2011

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090751414

zbMATH Keywords

numerical experiments convergence rate quadratic function optimal algorithm augmented Lagrangian active set separable convex constraints gradient projections minimization error bound sparse Hessian matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)

Related Items (11)

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Uses Software

MatSol

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