Regular Splitting and Potential Reduction Method for Solving Quadratic Programming Problem with Box Constraints

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.

You do not have full access to this article.

Already a Subscriber? Sign in as an individual or via your institution

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.

Author Details

Zi-Luan Wei