An Optimal Algorithm for Minimization of Quadratic Functions with Bounded Spectrum Subject to Separable Convex Inequality and Linear Equality Constraints (Q3083314)

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scientific article; zbMATH DE number 5868722
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    An Optimal Algorithm for Minimization of Quadratic Functions with Bounded Spectrum Subject to Separable Convex Inequality and Linear Equality Constraints
    scientific article; zbMATH DE number 5868722

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      An Optimal Algorithm for Minimization of Quadratic Functions with Bounded Spectrum Subject to Separable Convex Inequality and Linear Equality Constraints (English)
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      21 March 2011
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      quadratic function
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      separable convex constraints
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      active set
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      augmented Lagrangian
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      gradient projections
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      convergence rate
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      optimal algorithm
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      sparse Hessian matrix
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      minimization error bound
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      numerical experiments
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