An optimal algorithm for bound and equality constrained quadratic programming problems with bounded spectrum
type: Item
instance of: scholarly article
title: An optimal algorithm for bound and equality constrained quadratic programming problems with bounded spectrum
zbMATH Open document ID: 1108.65062
published in: Computing
publication date: 2007-01-08T00:00:00Z
review text: The author studies a quadratic programming problem where the objective function is quadratic and the constraints of the problem are linear and are specified as equalities. In the first section, he presents the main definitions and background of this optimization problem. This is followed by the study of the auxiliary problem (in the augmented Lagrangian sense). Several theorems describing the different components of the proposed algorithm are proven, including convergence properties and complexity issues. The article concludes with a section of numerical results and a useful list of relevant references.
reviewed by: Efstratios Rappos
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 5082641
zbMATH Keywords: quadratic programming
zbMATH Keywords: bound and equality constraints
zbMATH Keywords: augmented Lagrangian
zbMATH Keywords: optimal algorithms
zbMATH Keywords: convergence
zbMATH Keywords: numerical results
author: Z. Dostál
describes a project that uses: LANCELOT
MaRDI profile type: Publication
full work available at URL: s00607-006-0184-0
OpenAlex ID: W2025276944
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DOI: 10.1007/S00607-006-0184-0
description: scientific article; zbMATH DE number 5082641