Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 0801.65058
Friedlander, Ana; Martínez, José Mario
On the maximization of a concave quadratic function with box constraints. (English)
[J] SIAM J. Optim. 4, No.1, 177-192 (1994). ISSN 1052-6234; ISSN 1095-7189/e

The maximization of a convex quadratic function, subject to bounds on variables, is considered. The proposed algorithm combines the classical active set and gradient projection methods as many other algorithms do, including the algorithm of {\it J. J. Moré} and {\it G. Toraldo} [SIAM J. Optim. 1, No. 1, 93-113 (1991; Zbl 0752.90053)]. However, the algorithm uses a new strategy for the decision to leave the current face, making it possible to obtain a finite convergence even for a singular Hessian and in the presence of dual degeneracy. The algorithm, tested using various test problems, seems to perform well in comparison with other existing algorithms.
[N.A.Warsi (Stone Mountain)]

MSC 2000:: *65K05 Mathematical programming (numerical methods)
90C20 Quadratic programming
90C25 Convex programming

Keywords: convex quadratic programming; active set and gradient projection methods; algorithm; test problems

Citations: Zbl 0752.90053

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Simple Search

Zentralblatt MATH Berlin [Germany]