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On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints
Bai, Zhong-Zhi1,2; Tao, Min3
2017-03-01
Source PublicationLINEAR ALGEBRA AND ITS APPLICATIONS
ISSN0024-3795
Volume516Pages:264-285
AbstractTo iteratively compute a solution of the equality-constraint quadratic programming problem, by successively introducing relaxation parameters and skillfully adopting a preconditioning matrix, we establish a preconditioned and relaxed alternating variable minimization with multiplier (PRAVMM) method, which is a further generalization of the preconditioned alternating variable minimization with multiplier (PAVMM) method proposed by Bai and Tao (2016) (BIT Numer. Math. 56 (2016), 399-422). Based on rigorous matrix analysis we demonstrate the asymptotic convergence property of the PRAVMM method. Numerical results show that the PRAVMM method is feasible and effective for solving the equality-constraint quadratic programming problems. (C) 2016 Elsevier Inc. All rights reserved.
KeywordEquality-constraint quadratic programming problem Iteration method Successive relaxation
DOI10.1016/j.laa.2016.11.038
Language英语
Funding ProjectNational Natural Science Foundation[11671393] ; National Natural Science Foundation[11301280] ; National Natural Science Foundation for Creative Research Groups, PR China[11321061] ; Fundamental Research Funds for the Central Universities, PR China[020314330019]
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000392782700015
PublisherELSEVIER SCIENCE INC
Citation statistics
Cited Times:1[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/24659
Collection计算数学与科学工程计算研究所
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, POB 2719, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
3.Nanjing Univ, Dept Math, Nanjing 210008, Jiangsu, Peoples R China
Recommended Citation
GB/T 7714
Bai, Zhong-Zhi,Tao, Min. On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints[J]. LINEAR ALGEBRA AND ITS APPLICATIONS,2017,516:264-285.
APA Bai, Zhong-Zhi,&Tao, Min.(2017).On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints.LINEAR ALGEBRA AND ITS APPLICATIONS,516,264-285.
MLA Bai, Zhong-Zhi,et al."On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints".LINEAR ALGEBRA AND ITS APPLICATIONS 516(2017):264-285.
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