Dual fast projected gradient method for quadratic programming

DOI10.1007/S11590-012-0476-6MaRDI QIDQ1947612zbMATH OpenOpenAlexFDO

Authors James Costa, Saba Neyshabouri, Roman A. Polyak

Publication date 23 April 2013

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-012-0476-6

zbMATH Keywords

quadratic programmingcomplexityconvergence ratedual problemdual fast gradient method

Mathematics Subject Classification ID

Quadratic programming (90C20) Abstract computational complexity for mathematical programming problems (90C60) Methods of reduced gradient type (90C52)

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Cites work

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• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Convex programming in Hilbert space
• Estimation of Dependences Based on Empirical Data
• Fast Gradient-Based Algorithms for Constrained Total Variation Image Denoising and Deblurring Problems
• Introductory lectures on convex optimization. A basic course.
• Modified barrier functions (theory and methods)
• New Proximal Point Algorithms for Convex Minimization
• On the Goldstein-Levitin-Polyak gradient projection method
• Topics in semidefinite and interior-point methods

Cited in

(9)

• Gradient projection-based performance improvement for JLQ problems
• A finite gradient-projective solver for a quadratic programming problem
• Soft inequality constraints in gradient method and fast gradient method for quadratic programming
• Certification aspects of the fast gradient method for solving the dual of parametric convex programs
• Fast projected gradient method for support vector machines
• A new fast algorithm for constrained four-directional total variation image denoising problem
• scientific article; zbMATH DE number 7286679 (Why is no real title available?)
• On computational search for Nash equilibrium in hexamatrix games
• A dual gradient-projection method for large-scale strictly convex quadratic problems

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