On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints

doi:10.1016/j.laa.2016.11.038

	On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints
	Bai, Zhong-Zhi1,2 ; Tao, Min 3
	2017-03-01
发表期刊	LINEAR ALGEBRA AND ITS APPLICATIONS
ISSN	0024-3795
卷号	516 页码:264-285
摘要	To 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.
关键词	Equality-constraint quadratic programming problem Iteration method Successive relaxation
DOI	10.1016/j.laa.2016.11.038
语种	英语
资助项目	National 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研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000392782700015
出版者	ELSEVIER SCIENCE INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/24659
专题	计算数学与科学工程计算研究所
通讯作者	Bai, Zhong-Zhi
作者单位	1.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
推荐引用方式 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.