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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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Algorithm for Minimization of Quadratic Functions with Bounded Spectrum Subject to Separable Convex Inequality and Linear Equality Constraints |
scientific article |
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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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