On the convergence of Han's method for convex programming with quadratic objective |
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| Authors: | Alfredo N Iusem Alvaro R De Pierro |
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| Institution: | (1) Instituto de Matemática Pura e Aplicada, Estrada Dona Castorina 110, CEP 22460 Rio de Janeiro, RJ, Brazil;(2) Instituto de Matemática, Estatística e Ciência da Computação, Universidade de Campinas, C.P. 6065, CEP 13081 Campinas, SP, Brazil |
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| Abstract: | We present an iterative method for minimizing strictly convex quadratic functions over the intersection of a finite number of convex sets. The method consists in computing projections onto the individual sets simultaneously and the new iterate is a convex combination of those projections. We give convergence proofs even for the inconsistent case, i.e. when the intersection of the sets is empty.Work of this author was partially supported by CNPq under grant No. 301280/86-MA. |
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| Keywords: | Minimization parallel projections |
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