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EOR
2010
160views more  EOR 2010»
13 years 8 months ago
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
Jie Sun, Su Zhang
SIAMJO
2002
117views more  SIAMJO 2002»
13 years 8 months ago
Analysis of Generalized Pattern Searches
This paper contains a new convergence analysis for the Lewis and Torczon generalized pattern search (GPS) class of methods for unconstrained and linearly constrained optimization. ...
Charles Audet, J. E. Dennis Jr.
ICAL
2011
301views more  ICAL 2011»
12 years 8 months ago
On the LVI-based numerical method (E47 algorithm) for solving quadratic programming problems
— In this paper, a numerical method (termed, E47 algorithm) based on linear variational inequalities (LVI) is presented and investigated to solve quadratic programming (QP) probl...
Yunong Zhang, Senbo Fu, Zhijun Zhang, Lin Xiao, Xu...
SIAMJO
2008
212views more  SIAMJO 2008»
13 years 8 months ago
Convergence Rate of an Optimization Algorithm for Minimizing Quadratic Functions with Separable Convex Constraints
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...
Radek Kucera
MP
2002
195views more  MP 2002»
13 years 8 months ago
Nonlinear rescaling vs. smoothing technique in convex optimization
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
Roman A. Polyak