An optimal algorithm for minimization of quadratic functions with bounded spectrum subject to separable convex inequality and linear equality constraints
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F10%3A86075327" target="_blank" >RIV/61989100:27240/10:86075327 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27600/10:86075327
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
An optimal algorithm for minimization of quadratic functions with bounded spectrum subject to separable convex inequality and linear equality constraints
Original language description
An, in a sense, optimal algorithm for minimization of quadratic functions subject to separable convex inequality and linear equality constraints is presented. Its unique feature is an error bound in terms of bounds on the spectrum of the Hessian of the cost function. If applied to a class of problems with the spectrum of the Hessians in a given positive interval, the algorithm can find approximate solutions in a uniformly bounded number of simple iterations, such as matrix-vector multiplications. Moreover, if the class of problems admits a sparse representation of the Hessian, it simply follows that the cost of the solution is proportional to the number of unknowns. Theoretical results are illustrated by numerical experiments.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F07%2F0294" target="_blank" >GA201/07/0294: Qualitative analysis of contact problems with friction and asymptotically optimal algorithms for their solution</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
SIAM JOURNAL ON OPTIMIZATION
ISSN
1052-6234
e-ISSN
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Volume of the periodical
20
Issue of the periodical within the volume
6
Country of publishing house
US - UNITED STATES
Number of pages
26
Pages from-to
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UT code for WoS article
000285547100008
EID of the result in the Scopus database
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