Convergence Rate of an Optimization Algorithm for Minimizing Quadratic Functions with Separable Convex Constraints
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Publication:3629524
DOI10.1137/060670456zbMath1168.65028MaRDI QIDQ3629524
Publication date: 27 May 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060670456
algorithm; convergence; numerical examples; conjugate gradient method; quadratic function; active set; projected gradient; separable convex constraints
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C20: Quadratic programming
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