On the convergence properties of Hildreth's quadratic programming algorithm |
| |
Authors: | Alfredo N. Iusem Alvaro R. De Pierro |
| |
Affiliation: | (1) Instituto de Matemática Pura e Aplicada, Jardim Botânico, CEP 22460 Rio de Janeiro, Brazil;(2) Medical Image Processing Group, Department of Radiology, Hospital of the University of Pennsylvania, 19104 Philadelphia, PA, USA |
| |
Abstract: | We prove the linear convergence rate of Hildreth's method for quadratic programming, in both its sequential and simulateneous versions. We give bounds on the asymptotic error constant and compare these bounds to those given by Mandel for the cyclic relaxation method for solving linear inequalities.Research of this author was partially supported by CNPq grant No. 301280/86.On leave from the Universidade Federal do Rio de Janeiro, Instituto de Matemática, Rio de Janeiro, R.J. 21.910, Brazil. Research of this author was partially supported by NIH grant HL28438. |
| |
Keywords: | Quadratic programming almost cyclic relaxation bounds of convergence |
本文献已被 SpringerLink 等数据库收录! |
|