An optimal algorithm for bound and equality constrained quadratic programming problems with bounded spectrum

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F06%3A00013629" target="_blank" >RIV/61989100:27240/06:00013629 - 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

An optimal algorithm for bound and equality constrained quadratic programming problems with bounded spectrum

Original language description

An implementation of the recently proposed semi-monotonic augmented Lagrangian algorithm for solving the large convex bound and equality constrained quadratic programming problems is considered. It is proved that if the algorithm is applied to the classof problems with uniformly bounded spectrum of the Hessian matrix, then the algorithm finds an approximate solution at $O(1)$ matrix-vector multiplications. The optimality results are presented that do not depend on conditioning of the matrix which defines the equality constraints. Theory covers also the problems with dependent constraints. Theoretical results are illustrated by numerical experiments.

Czech name

Optimální algoritmus pro úlohy kvadratického programování s omezením ve tvaru rovností a jednoduchých nerovností

Czech description

V práci je dokázána asymptoticky lineární složitost řešení třídy úloh kvadratického programování se spektrem Hessiánu v daném intervalu a s omezením ve tvaru rovností nebo mezí na proměnné pomocí algoritmu SMALBE nedávno navrženého autorem

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

<a href="/en/project/GA101%2F04%2F1145" target="_blank" >GA101/04/1145: Development and implementation of scalable numerical methods for solving physically realistic models of contact problems with friction in 2D and 3D</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2006

Confidentiality

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

Name of the periodical

Computing

ISSN

0010-485X

e-ISSN

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Volume of the periodical

78

Issue of the periodical within the volume

1

Country of publishing house

DE - GERMANY

Number of pages

18

Pages from-to

311-328

UT code for WoS article

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EID of the result in the Scopus database

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