On R-linear convergence of semi-monotonic inexact augmented Lagrangians for bound and equality constrained quadratic programming problems with application

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F14%3A86092156" target="_blank" >RIV/61989100:27240/14:86092156 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27740/14:86092156
Result on the web
<a href="http://ac.els-cdn.com/S0898122113006652/1-s2.0-S0898122113006652-main.pdf?_tid=ae73070c-c894-11e4-b7a9-00000aab0f27&acdnat=1426150343_7b40d5a35d20b7bb0317cf3ef04a9810" target="_blank" >http://ac.els-cdn.com/S0898122113006652/1-s2.0-S0898122113006652-main.pdf?_tid=ae73070c-c894-11e4-b7a9-00000aab0f27&acdnat=1426150343_7b40d5a35d20b7bb0317cf3ef04a9810</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.camwa.2013.11.009" target="_blank" >10.1016/j.camwa.2013.11.009</a>

Result language
angličtina
Original language name
On R-linear convergence of semi-monotonic inexact augmented Lagrangians for bound and equality constrained quadratic programming problems with application
Original language description
New convergence results for a variant of the inexact augmented Lagrangian algorithm SMALBE [Z. Dostál, An optimal algorithm for bound and equality constrained quadratic programming problems with bounded spectrum, Computing 78 (2006) 311-328] for the solution of strictly convex bound and equality constrained quadratic programming problems are presented. The algorithm SMALBE-M presented here uses a fixed regularization parameter and controls the precision of the solution of auxiliary bound constrained problems by a multiple of the norm of violation of the equality constraints and a constant which is updated in order to enforce the increase of Lagrangian function. A nice feature of SMALBE-M is its capability to find an approximate solution of important classes of problems in a number of iterations that is independent of the conditioning of the equality constraints. Here we prove the R-linear rate of convergence of the outer loop of SMALBE-M for any positive regularization parameter after
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
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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
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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