An optimal algorithm and superrelaxation for minimization of a quadratic function subject to separable convex constraints with applications

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F12%3A86085078" target="_blank" >RIV/61989100:27240/12:86085078 - isvavai.cz</a>

Alternative codes found

RIV/61989100:27740/12:86085078

Result on the web

<a href="http://dx.doi.org/10.1007/s10107-011-0454-2" target="_blank" >http://dx.doi.org/10.1007/s10107-011-0454-2</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s10107-011-0454-2" target="_blank" >10.1007/s10107-011-0454-2</a>

Result language

angličtina

Original language name

An optimal algorithm and superrelaxation for minimization of a quadratic function subject to separable convex constraints with applications

Original language description

We propose a modification of our MPGP algorithm for the solution of bound constrained quadratic programming problems so that it can be used for minimization of a strictly convex quadratic function subject to separable convex constraints. Our active set based algorithm explores the faces by conjugate gradients and changes the active sets and active variables by gradient projections, possibly with the superrelaxation steplength. The error estimate in terms of extreme eigenvalues guarantees that if a classof minimization problems has the spectrum of the Hessian matrix in a given positive interval, then the algorithm can find and recognize an approximate solution of any particular problem in a number of iterations that is uniformly bounded. We also show how to use the algorithm for the solution of separable and equality constraints. The power of our algorithm and its optimality are demonstrated on the solution of a problem of two cantilever beams in mutual contact with Tresca friction dis

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)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2012

Confidentiality

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

Name of the periodical

Mathematical Programming

ISSN

0025-5610

e-ISSN

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Volume of the periodical

135

Issue of the periodical within the volume

1-2

Country of publishing house

DE - GERMANY

Number of pages

26

Pages from-to

195-220

UT code for WoS article

000308647100007

EID of the result in the Scopus database

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