Minimizing quadratic functions subject to bound constraints with the rate of convergence and finite termination

Computational Optimization and Applications

Volumn 30, Issue 1, 2005, Pages 23-43

  Dostál, Zdeněk ^a   Schöberl, Joachim ^b  

^a VSB TECHNICAL UNIVERSITY OF OSTRAVA   (Czech Republic)

^b JOHANNES KEPLER UNIVERSITY LINZ   (Austria)

Author keywords

Bound constraints; Finite termination; Inexact active set strategy; Quadratic programming; Rate of convergence

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; HEURISTIC METHODS; ITERATIVE METHODS; LAGRANGE MULTIPLIERS; LINEAR SYSTEMS; VECTORS;

BOUND CONSTRAINTS; FINITE TERMINATION; INEXACT ACTIVE SET STRATEGY; RATE OF CONVERGENCE;

QUADRATIC PROGRAMMING;

EID: 14844360080     PISSN: 09266003     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10589-005-4557-7     Document Type: Article

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