A parallel relaxation method for quadratic programming problems with interval constraints
DOI10.1016/0377-0427(94)00093-GzbMATH Open0831.65064WikidataQ127939633 ScholiaQ127939633MaRDI QIDQ1900763FDOQ1900763
Authors: Takanobu Sugimoto, Masao Fukushima, Toshihide Ibaraki 
Publication date: 18 February 1996
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
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Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Parallel numerical computation (65Y05)
Cites Work
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- An iterative row-action method for interval convex programming
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- Algorithms for bound constrained quadratic programming problems
- On the convergence of iterative methods for symmetric linear complementarity problems
- Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
- On the convergence of SOR- and JOR-type methods for convex linear complementarity problems
- A Simultaneous Iterative Method for Computing Projections on Polyhedra
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- A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS
- Massively Parallel Row-Action Algorithms for Some Nonlinear Transportation Problems
- Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
- Data Parallel Quadratic Programming on Box-Constrained Problems
- Interval underrelaxed bregman's method with an application
Cited In (4)
- SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality
- A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty
- A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS
- Duality and saddle-point type optimality for interval-valued programming
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