Superrelaxation and the rate of convergence in minimizing quadratic functions subject to bound constraints

The paper resolves the problem concerning the rate of convergence of the working set based MPRGP (modified proportioning with reduced gradient projection) algorithm with a long steplength of the reduced projected gradient step. The main results of this paper are the formula for the R-linear rate of...

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Vydané v:	Computational optimization and applications Ročník 48; číslo 1; s. 23 - 44
Hlavní autori:	Dostal, Zdenk, Domoradova, Marta, Sadowska, Marie
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Boston Springer US 01.01.2011 Springer Nature B.V
Predmet:	Algorithms Convergence Convex and Discrete Geometry Experiments Inequalities Management Science Mathematical analysis Mathematical models Mathematical programming Mathematics Mathematics and Statistics Methods Operations Research Operations Research/Decision Theory Optimization Projection Quadratic programming Spectra Statistics Studies Bound constraints Inexact active set strategy Quadratic programming Rate of convergence Finite termination
ISSN:	0926-6003, 1573-2894
On-line prístup:	Získať plný text
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