A parallel relaxation method for quadratic programming problems with interval constraints

DOI10.1016/0377-0427(94)00093-GMaRDI QIDQ1900763zbMATH OpenWikidataFDO

Authors Takanobu Sugimoto, Masao Fukushima, Toshihide Ibaraki

Publication date 18 February 1996

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergenceparallel algorithmnumerical comparisonsconvex programmingrow-action methodsJacobi methodinterval constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Parallel numerical computation (65Y05)

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• A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS
• A Simultaneous Iterative Method for Computing Projections on Polyhedra
• Algorithms for bound constrained quadratic programming problems
• An iterative row-action method for interval convex programming
• Data Parallel Quadratic Programming on Box-Constrained Problems
• Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
• Interval underrelaxed bregman's method with an application
• Massively Parallel Row-Action Algorithms for Some Nonlinear Transportation Problems
• On the convergence of SOR- and JOR-type methods for convex linear complementarity problems
• On the convergence of iterative methods for symmetric linear complementarity problems
• Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
• Row-Action Methods for Huge and Sparse Systems and Their Applications

Cited in

(4)

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• A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty
• A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS
• Duality and saddle-point type optimality for interval-valued programming

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