An optimal algorithm and superrelaxation for minimization of a quadratic function subject to separable convex constraints with applications
type: Item
instance of: scholarly article
title: An optimal algorithm and superrelaxation for minimization of a quadratic function subject to separable convex constraints with applications
zbMATH Open document ID: 1259.65089
author: Z. Dostál
author: T. Kozubek
published in: Mathematical Programming. Series A. Series B
publication date: 2012-10-15T00:00:00Z
review text: The authors consider bound constrained quadratic programming problems of the following form: \[ \min_{x\in\Omega} (x^T Ax- x^T b), \] where \(A\) denotes a symmetric positive definite matrix and \(\Omega\) a closed convex set defined by convex differentiable function of the following form \[ \Omega= \Omega_1\times\cdots \times \Omega_s\quad\text{and}\quad \Omega_i= \{x_i\in R^{1_i}: h_i(x_i)\leq 0\},\quad i= 1,\dots,s. \] For this problems, the authors present a new algorithm which is a modification of an earlier algorithm of the authors. -- Numerical experiments are presented.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 6093768
zbMATH Keywords: separable constraints
zbMATH Keywords: spherical constraints
zbMATH Keywords: rate of convergence
zbMATH Keywords: quadratic programming
zbMATH Keywords: algorithm
describes a project that uses: MatSol
MaRDI profile type: Publication
full work available at URL: s10107-011-0454-2
OpenAlex ID: W1997208781
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DOI: 10.1007/S10107-011-0454-2
description: scientific article; zbMATH DE number 6093768