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dc.contributor.authorDostál, Zdeněk
dc.date.accessioned2006-10-24T13:05:49Z
dc.date.available2006-10-24T13:05:49Z
dc.date.issued2003
dc.identifier.citationNumerical Algorithms. 2003, vol. 34, no. 2-4, p. 293-302.en
dc.identifier.issn1017-1398
dc.identifier.issn1572-9265
dc.identifier.urihttp://hdl.handle.net/10084/57356
dc.description.abstractThe proportioning algorithm with projections turned out to be an efficient algorithm for iterative solution of large quadratic programming problems with simple bounds and box constraints. Important features of this active set based algorithm are the adaptive precision control in the solution of auxiliary linear problems and capability to add or remove many indices from the active set in one step. In this paper a modification of the algorithm is presented that enables to find its rate of convergence in terms of the spectral condition number of the Hessian matrix and avoid any backtracking. The modified algorithm is shown to preserve the finite termination property of the original algorithm for problems that are not dual degenerate.en
dc.language.isoenen
dc.publisherSpringeren
dc.relation.ispartofseriesNumerical Algorithmsen
dc.relation.urihttp://dx.doi.org/10.1023/B:NUMA.0000005347.98806.b2en
dc.subjectquadratic programmingen
dc.subjectbound constraintsen
dc.subjectinexact active set strategyen
dc.subjectrate of convergenceen
dc.titleA proportioning based algorithm with rate of convergence for bound constrained quadratic programmingen
dc.typearticleen
dc.identifier.locationNení ve fondu ÚKen
dc.identifier.doi10.1023/B:NUMA.0000005347.98806.b2
dc.identifier.wos000186782900016


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