A Linearly Convergent Dual-Based Gradient Projection Algorithm for Quadratically Constrained Convex Minimization

DOI10.1287/MOOR.1060.0193MaRDI QIDQ5387987zbMATH OpenOpenAlexFDO

Authors Amir Beck, Marc Teboulle

Publication date 27 May 2008

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/e3dfbb2260acb8ef059919526680254870f1fe17

zbMATH Keywords

convex minimizationgradient projection algorithmquadratically constrained problemsrate of convergence analysis

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25)

Recommendations

• scientific article; zbMATH DE number 3880458
• Publication:4887667
• Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems
• Projected gradient methods for linearly constrained problems
• scientific article; zbMATH DE number 37938

Cited in

(11)

• Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems
• A dual gradient-projection method for large-scale strictly convex quadratic problems
• Some modified fast iterative shrinkage thresholding algorithms with a new adaptive non-monotone stepsize strategy for nonsmooth and convex minimization problems
• Nonconvex proximal incremental aggregated gradient method with linear convergence
• A modified self-adaptive dual ascent method with relaxed stepsize condition for linearly constrained quadratic convex optimization
• Linear convergence of proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth minimization problems
• scientific article; zbMATH DE number 3880458 (Why is no real title available?)
• IMPROVED PROJECTED GRADIENT ALGORITHMS FOR SINGLY LINEARLY CONSTRAINED QUADRATIC PROGRAMS SUBJECT TO LOWER AND UPPER BOUNDS
• Approximation accuracy, gradient methods, and error bound for structured convex optimization
• Efficient min–max MPC: Achieving a large domain of attraction with short horizon
• An inexact ADMM for separable nonconvex and nonsmooth optimization

This page was built for publication: A Linearly Convergent Dual-Based Gradient Projection Algorithm for Quadratically Constrained Convex Minimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5387987)