| Subspace Search Method for Quadratic Programming With BoxConstraints |
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| 作者姓名： | Zi-luan Wei |
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| 作者单位： | ICMSEC，Chinese Academy of Sciences，Beijing 100080，China |
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| 摘 要： | 1.IntroductionInthispaper,weconsidertheproblemofminimizingaquadraticconvexprogrammingwithboxconstrainedvariables:Minf(x)s.t.x6fi(1'1)1,wherefi={xER":15xSu},f(x)=AX"Hx bTx,andHisannbynsymmetric.2positivedefinitematrix,andb,l,uaregivenconstantvectorsin...
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Subspace Search Method for Quadratic Programming With Box Constraints |
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| Zi-luan Wei.Subspace Search Method for Quadratic Programming With BoxConstraints[J].Journal of Computational Mathematics,1999(3). |
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| Authors: | Zi-luan Wei |
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| Abstract: | A subspace search method for solving quadratic programming with box con- straints is presented in this paper. The original problem is divided into manyindependent subproblem at an initial point, and a search direction is obtained bysolving each of the subproblem, as well as a new iterative point is determined suchthat the value of objective function is decreasing. The convergence of the algorithmis proved under certain assumptions, and the numerical results are also given. |
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| Keywords: | Subspace search method Quadlatic programing Matrix splitting |
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