On the decrease of a quadratic function along the projected-gradient path

zbMath1186.65074MaRDI QIDQ836783

Zdeněk Dostál

Publication date: 8 September 2009

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/117670

zbMATH Keywords

rate of convergencebound-constrained quadratic programmingconvex quadratic programming problemsEuclidean gradient projection

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20)

Related Items (6)

On the solution of convex QPQC problems with elliptic and other separable constraints with strong curvature ⋮ Highly scalable hybrid domain decomposition method for the solution of huge scalar variational inequalities ⋮ Superrelaxation and the rate of convergence in minimizing quadratic functions subject to bound constraints ⋮ Separable spherical constraints and the decrease of a quadratic function in the gradient projection step ⋮ The projected Barzilai-Borwein method with fall-back for strictly convex QCQP problems with separable constraints ⋮ An optimal algorithm and superrelaxation for minimization of a quadratic function subject to separable convex constraints with applications

This page was built for publication: On the decrease of a quadratic function along the projected-gradient path