On the convergence properties of Hildreth's quadratic programming algorithm (Q749443)
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| Language | Label | Description | Also known as |
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| English | On the convergence properties of Hildreth's quadratic programming algorithm |
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On the convergence properties of Hildreth's quadratic programming algorithm (English)
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1990
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The linear convergence rate of Hildreth's algorithm with an almost cyclic control for convex quadratic programming problems is proved. The proof is carried out for both its sequential and simultaneous version. Bounds on the convergence rate are derived. The results are compared with those obtained previously by \textit{J. Mandel} [Math. Program. 30, 218-228 (1984; Zbl 0545.90068)].
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almost cyclic relaxation
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linear convergence rate
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Hildreth's algorithm
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cyclic control
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