Splitting methods for constrained quadratic programs in data analysis
DOI10.1016/0898-1221(96)00131-9zbMATH Open0861.90105OpenAlexW2071170506MaRDI QIDQ1816645FDOQ1816645
Emanuele Galligani, Luca Zanni, V. Ruggiero
Publication date: 27 November 1996
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(96)00131-9
Recommendations
large scale problemparallel computeracceleration techniquelinearly constrained quadratic programminglinearly constrained strictly convex quadratic programsplitting of the objective matrix
Quadratic programming (90C20) Convex programming (90C25) Parallel numerical computation (65Y05) Large-scale problems in mathematical programming (90C06)
Cites Work
- Title not available (Why is that?)
- The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
- An approach to nonlinear programming
- Accelerating the convergence of the diagonalization and projection algorithms for finite-dimensional variational inequalities
- Iterative Methods for Large Convex Quadratic Programs: A Survey
- Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
- \(C^ 1\) surface interpolation with constraints
- Splitting methods for constrained quadratic programs in data analysis
Cited In (3)
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