| Autor: |
Tret'yakov, Alexey, Tyrtyshnikov, Eugene |
| Předmět: |
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| Zdroj: |
Russian Journal of Numerical Analysis & Mathematical Modelling; Apr2015, Vol. 30 Issue 2, p121-128, 8p |
| Abstrakt: |
It is known that the solution obtained for a problem of quadratic programming (QP) is not exact in the case of reduction of the original problem to a sequence of problems of unconditional minimization by a method of penalty functions with a differentiable penalty. In this paper we obtain an exact solution to a QP problem for a finite penalty constant and a smooth penalty with the use of a gradient-projective method. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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