A linearly convergent dual-based gradient projection algorithm for quadratically constrained convex minimization

Mathematics of Operations Research

Volumn 31, Issue 2, 2006, Pages 398-417

  Beck, Amir ^a   Teboulle, Marc ^b  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b TEL AVIV UNIVERSITY   (Israel)

Author keywords

Convex minimization; Gradient projection algorithm; Quadratically constrained problems; Rate of convergence

Indexed keywords

CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; LINEAR PROGRAMMING; MATRIX ALGEBRA; PROBLEM SOLVING; THEOREM PROVING; VECTORS;

CONVEX MINIMIZATION; GRADIENT PROJECTION ALGORITHMS; QUADRATICALLY CONSTRAINED PROBLEMS; RATE OF CONVERGENCE;

ALGORITHMS;

EID: 33748424403     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1060.0193     Document Type: Article

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