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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Vydáno v:	Asia-Pacific journal of operational research Ročník 27; číslo 1; s. 71 - 84
Hlavní autoři:	FU, YUN-SHAN, DAI, YU-HONG
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Singapore World Scientific Publishing Co. & Operational Research Society of Singapore 01.02.2010 World Scientific Publishing Co. Pte., Ltd
Témata:	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
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