Augmented Lagrangians with adaptive precision control for quadratic programming with simple bounds and equality constraints

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F03%3A00009189" target="_blank" >RIV/61989100:27240/03:00009189 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Augmented Lagrangians with adaptive precision control for quadratic programming with simple bounds and equality constraints

Original language description

In this paper we discuss a specialization of the augmented Lagrangian type algorithm of Conn, Gould and Toint to the solution of strictly convex quadratic programming problems with simple bounds and equality constraints. The new feature of the presentedalgorithm is the adaptive precision control of the solution of auxiliary problems in the inner loop of the basic algorithm which yields a rate of convergence that does not have any term that accounts for inexact solution of auxiliary problems. Moreover,boundedness of the penalty parameter is achieved for the used precision control. Numerical experiments illustrate the efficiency of the presented algorithm and encourage its usage.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2003

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

SIAM Journal on Optimization

ISSN

1120-1140

e-ISSN

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Volume of the periodical

13

Issue of the periodical within the volume

4

Country of publishing house

US - UNITED STATES

Number of pages

20

Pages from-to

1120-1140

UT code for WoS article

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EID of the result in the Scopus database

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