Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints
DOI10.1007/S10543-015-0563-ZzbMATH Open1357.65071OpenAlexW1478834372MaRDI QIDQ291885FDOQ291885
Authors: Min Tao, Zhong-Zhi Bai
Publication date: 10 June 2016
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-015-0563-z
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preconditioningiteration methodsolvabilityasymptotic convergenceequality-constraint quadratic programming problem
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Preconditioners for iterative methods (65F08)
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Cited In (11)
- Backward and forward modified SOR iteration methods for solving standard saddle-point problems
- A modified alternating positive semidefinite splitting preconditioner for block three-by-three saddle point problems
- On SMSNSSOR iteration method for solving complex symmetric linear systems
- Editorial preface: ``Advances in numerical algebra and scientific computing
- On ADMM-based methods for solving the nearness symmetric solution of the system of matrix equations \(a_1 Xb_1 = C_1\) and \(a_2 Xb_2 = c_2\)
- On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints
- Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints
- ADMM-based methods for nearness skew-symmetric and symmetric solutions of matrix equation \(AXB = C\)
- Two-step modulus-based matrix splitting iteration methods for retinex problem
- On Glowinski's open question on the alternating direction method of multipliers
- A relaxed Newton-Picard like method for Huber variant of total variation based image restoration
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