A proportioning based algorithm with rate of convergence for bound constrained quadratic programming
type: Item
instance of: scholarly article
title: A proportioning based algorithm with rate of convergence for bound constrained quadratic programming
zbMATH Open document ID: 1037.65061
published in: Numerical Algorithms
publication date: 2004-01-14T00:00:00Z
review text: The author considers a quadratic optimization problem for which he proposes an algorithm for its solution. The algorithm combines the proportioning algorithm with gradient projections. He gives the rate of convergence and proves a result concerning its finite termination property.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C52
zbMATH DE Number: 2026780
zbMATH Keywords: quadratic programming
zbMATH Keywords: bound constraints
zbMATH Keywords: inexact active set strategy
zbMATH Keywords: convergence
zbMATH Keywords: algorithm
zbMATH Keywords: gradient projections
zbMATH Keywords: finite termination property
author: Z. Dostál
reviewed by: Dorel I. Duca
MaRDI profile type: Publication
DOI: 10.1023/B:NUMA.0000005347.98806.B2
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description: scientific article; zbMATH DE number 2026780