Semismooth Newton method for quadratic programs with bound constraints

Autor:	Alexey F. Izmailov, A. N. Daryina
Rok vydání:	2009
Předmět:	Mathematical optimization MathematicsofComputing_NUMERICALANALYSIS Regular polygon Computational Mathematics symbols.namesake Quadratic equation Variational inequality symbols Quadratic programming Convex function Mixed complementarity problem Newton's method Active set method Mathematics
Zdroj:	Computational Mathematics and Mathematical Physics. 49:1706-1716
ISSN:	1555-6662 0965-5425
DOI:	10.1134/s0965542509100066
Popis:	Convex quadratic programs with bound constraints are proposed to be solved by applying a semismooth Newton method to the corresponding variational inequality. Computational experiments demonstrate that, for strongly convex problems, this approach can be considerably more efficient than more traditional approaches.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2f979fa919a9d9310e8b6fcd693f982b https://doi.org/10.1134/s0965542509100066 Zobrazit plný text záznamu Full text from SpringerLink