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  • An, in a sense, optimal algorithm for minimization of quadratic functions subject to separable convex inequality and linear equality constraints is presented. Its unique feature is an error bound in terms of bounds on the spectrum of the Hessian of the cost function. If applied to a class of problems with the spectrum of the Hessians in a given positive interval, the algorithm can find approximate solutions in a uniformly bounded number of simple iterations, such as matrix-vector multiplications. Moreover, if the class of problems admits a sparse representation of the Hessian, it simply follows that the cost of the solution is proportional to the number of unknowns. Theoretical results are illustrated by numerical experiments.
  • An, in a sense, optimal algorithm for minimization of quadratic functions subject to separable convex inequality and linear equality constraints is presented. Its unique feature is an error bound in terms of bounds on the spectrum of the Hessian of the cost function. If applied to a class of problems with the spectrum of the Hessians in a given positive interval, the algorithm can find approximate solutions in a uniformly bounded number of simple iterations, such as matrix-vector multiplications. Moreover, if the class of problems admits a sparse representation of the Hessian, it simply follows that the cost of the solution is proportional to the number of unknowns. Theoretical results are illustrated by numerical experiments. (en)
Title
  • An optimal algorithm for minimization of quadratic functions with bounded spectrum subject to separable convex inequality and linear equality constraints
  • An optimal algorithm for minimization of quadratic functions with bounded spectrum subject to separable convex inequality and linear equality constraints (en)
skos:prefLabel
  • An optimal algorithm for minimization of quadratic functions with bounded spectrum subject to separable convex inequality and linear equality constraints
  • An optimal algorithm for minimization of quadratic functions with bounded spectrum subject to separable convex inequality and linear equality constraints (en)
skos:notation
  • RIV/61989100:27600/10:86075327!RIV13-GA0-27600___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/07/0294), Z(MSM6198910027)
http://linked.open...iv/cisloPeriodika
  • 6
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 246264
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27600/10:86075327
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • optimality; convergence rate; gradient projections; augmented Lagrangian; active set; separable convex constraints; quadratic function (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [0B0089C1C753]
http://linked.open...i/riv/nazevZdroje
  • SIAM journal on optimization
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 20
http://linked.open...iv/tvurceVysledku
  • Dostál, Zdeněk
  • Kučera, Radek
http://linked.open...ain/vavai/riv/wos
  • 000285547100008
http://linked.open...n/vavai/riv/zamer
issn
  • 1052-6234
number of pages
http://localhost/t...ganizacniJednotka
  • 27600
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