Quadratic programming problems with M-matrices and box constraints

MaRDI QIDQ756931zbMATH OpenFDO

Authors Andrzej Stachurski

Publication date 1989

Published in Bulletin of the Polish Academy of Sciences. Technical Sciences (Search for Journal in Brave)

zbMATH Keywords

algorithmfinite convergenceM-matrixnumerical exampleoptimizationquadratic programming

Mathematics Subject Classification ID

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

Review text

The author proposes an algorithm for solving quadratic problems subject to simple bounds, when the Hessian is an M-matrix. The algorithm converges in at most 2n iterations (n is the number of variables). At each iteration a quadratic unconstrained problem has to be solved. This seems to make the algorithm quite attractive. A numerical example is detailed.

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Cited in

(8)

• On solving matrix quadratic programming problems
• Algorithms for quadratic constrained matrix problems
• A sequential method for a class of box constrained quadratic programming problems
• On preconditioning of penalized matrices
• An equivalence between two algorithms for a class of quadratic programming problems withmmatrices^*
• scientific article; zbMATH DE number 4155306 (Why is no real title available?)
• scientific article; zbMATH DE number 3976785 (Why is no real title available?)
• Box Constrained Quadratic Programming with Proportioning and Projections

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