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Regular splitting and potential reduction method for solving quadratic programming problem with box constraints
Wei, ZL
2002-11-01
Source PublicationJOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN0254-9409
Volume20Issue:6Pages:643-652
AbstractA regular splitting and potential reduction method is presented for solving a quadratic programming problem with box constraints (QPB) in this paper. A general algorithm is designed to solve the QPB problem and generate a sequence of iterative points. We show that the number : of iterations to generate an E-minimum solution or an epsilon-KKT solution by the algorithm is bounded by O(n(2)/epsilon log 1/epsilon + nlog(1 + root2n)), and the total running time is bounded by O(n(2) (n + logn + log 1(epsilon)/epsilon)(n(epsilon)/epsilon log 1/epsilon + logn)) arithmetic operations.
Keywordquadratic programming problem regular splitting potential reduction algorithm complexity analysis
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000179620000009
PublisherVSP BV
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/17226
Collection中国科学院数学与系统科学研究院
AffiliationChinese Acad Sci, Acad Math & Syst Sci, Inst Comput Math & Sci Engn Comput, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Wei, ZL. Regular splitting and potential reduction method for solving quadratic programming problem with box constraints[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2002,20(6):643-652.
APA Wei, ZL.(2002).Regular splitting and potential reduction method for solving quadratic programming problem with box constraints.JOURNAL OF COMPUTATIONAL MATHEMATICS,20(6),643-652.
MLA Wei, ZL."Regular splitting and potential reduction method for solving quadratic programming problem with box constraints".JOURNAL OF COMPUTATIONAL MATHEMATICS 20.6(2002):643-652.
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