IMPROVED PROJECTED GRADIENT ALGORITHMS FOR SINGLY LINEARLY CONSTRAINED QUADRATIC PROGRAMS SUBJECT TO LOWER AND UPPER BOUNDS

DOI10.1142/S0217595910002594MaRDI QIDQ3560109zbMATH OpenOpenAlexFDO

Authors Yunshan Fu, Yuhong Dai

Publication date 19 May 2010

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595910002594

zbMATH Keywords

support vector machine (SVM)adaptive steepest descent step-sizeDai-Yuan step-sizemonotone projected gradient algorithmprojection subproblem

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonlinear programming (90C30)

Recommendations

• New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
• An improved gradient projection method for constrained optimization problems
• scientific article; zbMATH DE number 3880458
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
• A finite gradient-projective solver for a quadratic programming problem
• A Linearly Convergent Dual-Based Gradient Projection Algorithm for Quadratically Constrained Convex Minimization
• Projected gradient methods for linearly constrained problems
• A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables
• An algorithm for a singly constrained class of quadratic programs subject upper and lower bounds
• A modified projection algorithm for large strictly-convex quadratic programs

Cites work

• A polynomially bounded algorithm for a singly constrained quadratic program
• Algorithms for bound constrained quadratic programming problems
• An O(n) algorithm for quadratic knapsack problems
• An algorithm for a singly constrained class of quadratic programs subject upper and lower bounds
• An improved gradient projection-based decomposition technique for support vector machines
• Analysis of monotone gradient methods
• Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
• Gradient methods with adaptive step-sizes
• Gradient projection methods for quadratic programs and applications in training support vector machines
• Inexact spectral projected gradient methods on convex sets
• Monotone projected gradient methods for large-scale box-constrained quadratic programming
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
• Quasi-Newton Updates with Bounds
• Two-Point Step Size Gradient Methods
• Validation of subgradient optimization

Cited in

(5)

• A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables
• Gradient projection-based performance improvement for JLQ problems
• A finite gradient-projective solver for a quadratic programming problem
• New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
• An efficient hybrid algorithm for the separable convex quadratic knapsack problem

Describes a project that uses

Uses Software

• CONV_QP

This page was built for publication: IMPROVED PROJECTED GRADIENT ALGORITHMS FOR SINGLY LINEARLY CONSTRAINED QUADRATIC PROGRAMS SUBJECT TO LOWER AND UPPER BOUNDS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3560109)