On the Locally Polynomial Complexity of the Projection-Gradient Method for Solving Piecewise Quadratic Optimisation Problems |
| |
| Authors: | Agnieszka Prusi&#x;ska Krzysztof Szkatu&#x;a Alexey Tret&#x;yakov |
| |
| Institution: | 1.Faculty of Exact and Natural Sciences, Siedlce University, 08-110 Siedlce, Poland; (K.S.); (A.T.);2.Systems Research Institute, Polish Academy of Sciences, 01-447 Warsaw, Poland;3.Dorodnicyn Computing Centre of FRC CSC, Russian Academy of Sciences, 119333 Moscow, Russia |
| |
| Abstract: | This paper proposes a method for solving optimisation problems involving piecewise quadratic functions. The method provides a solution in a finite number of iterations, and the computational complexity of the proposed method is locally polynomial of the problem dimension, i.e., if the initial point belongs to the sufficiently small neighbourhood of the solution set. Proposed method could be applied for solving large systems of linear inequalities. |
| |
| Keywords: | optimisation problem piecewise quadratic function gradient method system of linear inequalities locally polynomial complexity |
|
|
