Convergence Rate of an Optimization Algorithm for Minimizing Quadratic Functions with Separable Convex Constraints

DOI10.1137/060670456zbMath1168.65028OpenAlexW2024384273MaRDI QIDQ3629524

Radek Kučera

Publication date: 27 May 2009

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060670456

zbMATH Keywords

algorithmconvergencenumerical examplesconjugate gradient methodquadratic functionactive setprojected gradientseparable convex constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20)

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