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Regular splitting and potential reduction method for solving quadratic programming problem with box constraints
Wei, ZL
2002-11-01
发表期刊JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN0254-9409
卷号20期号:6页码:643-652
摘要A 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.
关键词quadratic programming problem regular splitting potential reduction algorithm complexity analysis
语种英语
WOS研究方向Mathematics
WOS类目Mathematics, Applied ; Mathematics
WOS记录号WOS:000179620000009
出版者VSP BV
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/17226
专题中国科学院数学与系统科学研究院
作者单位Chinese Acad Sci, Acad Math & Syst Sci, Inst Comput Math & Sci Engn Comput, Beijing 100080, Peoples R China
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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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