Regular Splitting and Potential Reduction Method for Solving Quadratic Programming Problem with Box Constraints
Year: 2002
Author: Zi-Luan Wei
Journal of Computational Mathematics, Vol. 20 (2002), Iss. 6 : pp. 643–652
Abstract
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 $\epsilon$-minimum solution or an $\epsilon$-KKT solution by the algorithm is bounded by $O(\frac{n^2}{\epsilon}\log{\frac{1}{\epsilon}}+n\log{(1+\sqrt{2n})})$, and the total running time is bounded by $O(n^2(n+\log n+\log \frac{1}{\epsilon})(\frac{n}{\epsilon}\log{\frac{1}{\epsilon}}+\log n))$ arithmetic operations.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2002-JCM-8949
Journal of Computational Mathematics, Vol. 20 (2002), Iss. 6 : pp. 643–652
Published online: 2002-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Quadratic programming problem Regular splitting Potential reduction algorithm Complexity analysis.