Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/68711
Type: Artigo de periódico
Title: ON THE MAXIMIZATION OF A CONCAVE QUADRATIC FUNCTION WITH BOX CONSTRAINTS
Author: FRIEDLANDER, A
MARTINEZ, JM
Abstract: A new method for maximizing a concave quadratic function with bounds on the variables is introduced. The new algorithm combines conjugate gradients with gradient projection techniques, as the algorithm of More and Toraldo [SIAM J. Optimization, 1 (1991), pp, 93-113] and other well-known methods do. A new strategy for the decision of leaving the current face is introduced that makes it possible to obtain finite convergence even for a singular Hessian and in the presence of dual degeneracy. Numerical experiments are presented.
Subject: QUADRATIC PROGRAMMING
CONJUGATE GRADIENT PROJECTION
ACTIVE SET METHODS
LARGE SCALE
Editor: Siam Publications
Rights: aberto
Identifier DOI: 10.1137/0804010
Date Issue: 1994
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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