IMPROVED PROJECTED GRADIENT ALGORITHMS FOR SINGLY LINEARLY CONSTRAINED QUADRATIC PROGRAMS SUBJECT TO LOWER AND UPPER BOUNDS

In this paper, we consider the projected gradient algorithms for solving the quadratic program with bound constraints and a single linear equality constraint (SLBQP). We establish the relationship between the Lagrangian multiplier in the projection subproblem and the Lagrangian multiplier in the ori...

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Bibliographic Details

Published in:	Asia-Pacific journal of operational research Vol. 27; no. 1; pp. 71 - 84
Main Authors:	FU, YUN-SHAN, DAI, YU-HONG
Format:	Journal Article
Language:	English
Published:	Singapore World Scientific Publishing Co. & Operational Research Society of Singapore 01.02.2010 World Scientific Publishing Co. Pte., Ltd
Subjects:	Algorithms Branch & bound algorithms Comparative analysis Experiments Methods Operations research Quadratic programming Studies Support vector machines Dai-Yuan step-size Monotone projected gradient algorithm Support Vector Machine (SVM) projection subproblem adaptive steepest descent step-size
ISSN:	0217-5959, 1793-7019, 0217-5959
Online Access:	Get full text
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