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

Kód výsledku v 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>

Nalezeny alternativní kódy

RIV/61989100:27740/14:86092156

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

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

Popis výsledku anglicky

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

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

<a href="/cs/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: Centrum excelence IT4Innovations</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2014

Kód důvěrnosti údajů

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

Název periodika

Computers &amp; Mathematics with Applications

ISSN

0898-1221

e-ISSN

—

Svazek periodika

67

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

GB - Spojené království Velké Británie a Severního Irska

Počet stran výsledku

12

Strana od-do

515-526

Kód UT WoS článku

000331506500003

EID výsledku v databázi Scopus

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