Optimal iterative QP and QPQC algorithms

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F13%3A86092242" target="_blank" >RIV/61989100:27240/13:86092242 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27740/13:86092242
Result on the web
<a href="http://link.springer.com/article/10.1007%2Fs10479-013-1479-0#" target="_blank" >http://link.springer.com/article/10.1007%2Fs10479-013-1479-0#</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10479-013-1479-0" target="_blank" >10.1007/s10479-013-1479-0</a>

Result language
angličtina
Original language name
Optimal iterative QP and QPQC algorithms
Original language description
We review our recent results in the development of optimal algorithms for the minimization of a strictly convex quadratic function subject to separable convex inequality constraints and/or linear equality constraints. A unique feature of our algorithms is the theoretically supported bound on the rate of convergence in terms of the bounds on the spectrum of the Hessian of the cost function, independent of representation of the constraints. When applied to the class of convex QP or QPQC problems with the spectrum in a given positive interval and a sparse Hessian matrix, the algorithms enjoy optimal complexity, i.e., they can find an approximate solution at the cost that is proportional to the number of unknowns. The algorithms do not assume representation of the linear equality constraints by full rank matrices. The efficiency of our algorithms is demonstrated by the evaluation of the projection of a point to the intersection of the unit cube and unit sphere with hyperplanes.
Czech name
—
Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
—

Project
<a href="/en/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: IT4Innovations Centre of Excellence</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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