A splitting method for quadratic programming problem

DOI10.1007/BF02677381MaRDI QIDQ5949529zbMATH OpenFDO

Authors Ziluan Wei

Publication date 21 November 2001

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02677381

zbMATH Keywords

\(R\)-linear rate of convergencematrix splitting methodquadratic programming problem

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25)

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Cites work

• An O(n^ 3L) primal interior point algorithm for convex quadratic programming
• Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
• scientific article; zbMATH DE number 1383441 (Why is no real title available?)
• scientific article; zbMATH DE number 3301975 (Why is no real title available?)
• scientific article; zbMATH DE number 3352737 (Why is no real title available?)
• More results on the convergence of iterative methods for the symmetric linear complementarity problem
• On affine scaling algorithms for nonconvex quadratic programming
• On the Convergence of a Matrix Splitting Algorithm for the Symmetric Monotone Linear Complementarity Problem
• On the convergence of iterative methods for symmetric linear complementarity problems
• Solution of symmetric linear complementarity problems by iterative methods
• The Numerical Solution of Equality-Constrained Quadratic Programming Problems

Cited in

(5)

• Splitting methods for constrained quadratic programs in data analysis
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