Minimizing quadratic functions with semidefinite Hessian subject to bound constraints

The MPRGP (modified proportioning with reduced gradient projections) algorithm for minimization of the strictly convex quadratic function subject to bound constraints is adapted to the solution of problems with a semidefinite Hessian A. The adapted algorithm accepts the decrease directions that belo...

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Veröffentlicht in:	Computers & mathematics with applications (1987) Jg. 70; H. 8; S. 2014 - 2028
Hauptverfasser:	Dostal, Zdenk, Pospisil, Lukas
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier Ltd 01.10.2015
Schlagworte:	Algorithms Bound constraints Contact Mathematical models Optimization Projection Quadratic equations Quadratic programming Semidefinite Hessian Spectra Three dimensional Quadratic programming Bound constraints Semidefinite Hessian
ISSN:	0898-1221, 1873-7668
Online-Zugang:	Volltext
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