A proportioning based algorithm with rate of convergence for bound constrained quadratic programming (Q1418846)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A proportioning based algorithm with rate of convergence for bound constrained quadratic programming |
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A proportioning based algorithm with rate of convergence for bound constrained quadratic programming (English)
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14 January 2004
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The author considers a quadratic optimization problem for which he proposes an algorithm for its solution. The algorithm combines the proportioning algorithm with gradient projections. He gives the rate of convergence and proves a result concerning its finite termination property.
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quadratic programming
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bound constraints
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inexact active set strategy
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convergence
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algorithm
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gradient projections
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finite termination property
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