On the convergence properties of Hildreth's quadratic programming algorithm

DOI10.1007/BF01580851zbMath0712.90054MaRDI QIDQ749443

Alfredo Noel Iusem, Alvaro Rodolfo de Pierro

Publication date: 1990

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

cyclic controllinear convergence ratealmost cyclic relaxationHildreth's algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

A row-action method for convex programming, Asymptotically optimal row-action methods for generalized least squares problems, An iteration method to solve multiple constrained least squares problems, Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines, Characterizations of stability of error bounds for convex inequality constraint systems, The rate of convergence of dykstra's cyclic projections algorithm: The polyhedral case, On the behaviour of the underrelaxed Hildreth's row-action method for computing projections onto Polyhedra, Towards online model predictive control on a programmable logic controller: practical considerations, Unnamed Item, On the linear convergence of the alternating direction method of multipliers, The Kaczmarz algorithm, row action methods, and statistical learning algorithms, The sharp Lipschitz constants for feasible and optimal solutions of a perturbed linear program, The Supporting Halfspace--Quadratic Programming Strategy for the Dual of the Best Approximation Problem, Error bounds and convergence analysis of feasible descent methods: A general approach, The adventures of a simple algorithm, On the convergence of SOR- and JOR-type methods for convex linear complementarity problems, Linear Convergence of Random Dual Coordinate Descent on Nonpolyhedral Convex Problems, Hildreth's algorithm with applications to soft constraints for user interface layout, On the convergence of the coordinate descent method for convex differentiable minimization

Cites Work

• Unnamed Item
• Unnamed Item
• More results on the convergence of iterative methods for the symmetric linear complementarity problem
• Solution of symmetric linear complementarity problems by iterative methods
• Convergence of the cyclical relaxation method for linear inequalities
• A Simultaneous Iterative Method for Computing Projections on Polyhedra
• The Relaxation Method for Solving Systems of Linear Inequalities
• Extensions of Hildreth’s Row-Action Method for Quadratic Programming
• Row-Action Methods for Huge and Sparse Systems and Their Applications
• The Relaxation Method for Linear Inequalities
• The Relaxation Method for Linear Inequalities