A Method for Solving Certain Quadratic Programming Problems Arising in Nonsmooth Optimization |
| |
Authors: | KIWIEL KRZYSZTOF C |
| |
Institution: |
Systems Research Institute, Polish Academy of Sciences Newelska 6, 01-447 Warsaw, Poland
|
| |
Abstract: | We present a finite algorithm for minimizing a piecewise linearconvex function augmented with a simple quadratic term. To solvethe dual problem, which is of least-squares form with an additionallinear term, we include in a standard active-set quadratic programmingalgorithm a new column-exchange strategy for treating positivesemidefinite problems. Numerical results are given for an implementationusing the Cholesky factorization. |
| |
Keywords: | |
本文献已被 Oxford 等数据库收录! |
|