| A SUBSPACE PROJECTED CONJUGATE GRADIENT ALGORITHM FOR LARGE BOUND CONSTRAINED QUADRATIC PROGRAMMING |
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| 引用本文： | 倪勤. A SUBSPACE PROJECTED CONJUGATE GRADIENT ALGORITHM FOR LARGE BOUND CONSTRAINED QUADRATIC PROGRAMMING[J]. 高等学校计算数学学报(英文版), 1998, 0(1) |
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| 作者姓名： | 倪勤 |
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| 作者单位： | Ni Qin College of Science，Nanjing University of Aeronautics and Astronautics，Nanjing 210016，PRC |
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| 基金项目： | This research was supported by Chinese NNSF grant and NSF grant of Jiangsu Province |
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| 摘 要： | A subspace projected conjugate gradient method is proposed for solving large bound constrained quadratic programming. The conjugate gradient method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. At every iterative level, the search direction consists of two parts, one of which is a subspace trumcated Newton direction, another is a modified gradient direction. With the projected search the algorithm is suitable to large problems. The convergence of the method is proved and same numerical tests with dimensions ranging from 5000 to 20000 are given.
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A SUBSPACE PROJECTED CONJUGATE GRADIENT ALGORITHM FOR LARGE BOUND CONSTRAINED QUADRATIC PROGRAMMING |
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| Ni Qin College of Science,Nanjing University of Aeronautics and Astronautics,Nanjing ,PRC. A SUBSPACE PROJECTED CONJUGATE GRADIENT ALGORITHM FOR LARGE BOUND CONSTRAINED QUADRATIC PROGRAMMING[J]. Numerical Mathematics A Journal of Chinese Universities English Series, 1998, 0(1) |
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| Authors: | Ni Qin College of Science Nanjing University of Aeronautics Astronautics Nanjing PRC |
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| Affiliation: | Ni Qin College of Science,Nanjing University of Aeronautics and Astronautics,Nanjing 210016,PRC |
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| Abstract: | A subspace projected conjugate gradient method is proposed for solving large bound constrained quadratic programming. The conjugate gradient method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. At every iterative level, the search direction consists of two parts, one of which is a sub-space trumcated Newton direction, another is a modified gradient direction. With the projected search the algorithm is suitable to large problems. The convergence of the method is proved and some numerical tests with dimensions ranging from 5000 to 20000 are given. |
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| Keywords: | Projected search conjugate gradient method large problem bound constrained quadraic programming. |
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