Splitting methods for constrained quadratic programs in data analysis

DOI10.1016/0898-1221(96)00131-9MaRDI QIDQ1816645zbMATHOpenAlexFDO

Authors Emanuele Galligani, V. Ruggiero, Luca Zanni

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

zbMATH Keywords

large scale problemparallel computeracceleration techniquelinearly constrained quadratic programminglinearly constrained strictly convex quadratic programsplitting of the objective matrix

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Parallel numerical computation (65Y05) Large-scale problems in mathematical programming (90C06)

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Cites work

• scientific article; zbMATH DE number 3393631 (Why is no real title available?)
• Accelerating the convergence of the diagonalization and projection algorithms for finite-dimensional variational inequalities
• An approach to nonlinear programming
• Iterative Methods for Large Convex Quadratic Programs: A Survey
• Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
• Splitting methods for constrained quadratic programs in data analysis
• The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
• \(C^ 1\) surface interpolation with constraints

Cited in

(3)

• Splitting methods for constrained quadratic programs in data analysis
• A modified projection algorithm for large strictly-convex quadratic programs
• A splitting method for quadratic programming problem

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