An efficient PGM-based algorithm with backtracking strategy for solving quadratic optimization problems with spherical constraint

DOI10.1016/J.CAM.2022.114915MaRDI QIDQ2104089zbMATH OpenOpenAlexFDO

Authors Yaozong Tang, Gang Luo, Qingzhi Yang

Publication date 9 December 2022

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2022.114915

zbMATH Keywords

quadratic programmingglobal convergenceprojected gradient methodtrust region subproblem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30)

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Cites work

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• A Riemannian optimization approach to the matrix singular value decomposition
• A feasible method for optimization with orthogonality constraints
• Computing a Trust Region Step
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• Inverse Problem Theory and Methods for Model Parameter Estimation
• Minimizing a quadratic over a sphere
• Multivariate polynomial minimization and its application in signal processing
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• Optimization algorithms exploiting unitary constraints
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• Some NP-complete problems in quadratic and nonlinear programming
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• Trust Region Methods

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Uses Software

• GQTPAR

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