Subspace Search Method for Quadratic Programming with Box Constraints

Subspace Search Method for Quadratic Programming with Box Constraints

Year:    1999

Author:    Zi-Luan Wei

Journal of Computational Mathematics, Vol. 17 (1999), Iss. 3 : pp. 307–314

Abstract

A subspace search method for solving quadratic programming with box constraints is presented in this paper. The original problem is divided into many independent subproblem at an initial point, and a search direction is obtained by solving each of the subproblem, as well as a new iterative point is determined such that the value of objective function is decreasing. The convergence of the algorithm is proved under certain assumptions, and the numerical results are also given.  

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1999-JCM-9104

Journal of Computational Mathematics, Vol. 17 (1999), Iss. 3 : pp. 307–314

Published online:    1999-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    8

Keywords:    Subspace search method Quadratic programing Matrix splitting.

Author Details

Zi-Luan Wei