Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints
文献类型：期刊论文
| 作者 | Bai, Zhong-Zhi1 ; Tao, Min2
|
| 刊名 | BIT NUMERICAL MATHEMATICS
 |
| 出版日期 | 2016-06-01 |
| 卷号 | 56期号:2页码:399-422 |
| 关键词 | Equality-constraint quadratic programming problem Solvability Iteration method Preconditioning Asymptotic convergence |
| ISSN号 | 0006-3835 |
| DOI | 10.1007/s10543-015-0563-z |
| 英文摘要 | We discuss unique solvability of the equality-constraint quadratic programming problem, establish a class of preconditioned alternating variable minimization with multiplier (PAVMM) methods for iteratively computing its solution, and demonstrate asymptotic convergence property of these PAVMM methods. We also discuss an algebraic derivation of the PAVMM method by making use of matrix splitting, which reveals that the PAVMM method is actually a modified block Gauss-Seidel iteration method for solving the augmented Lagrangian linear system resulting from the weighted Lagrangian function with respect to the equality-constraint quadratic programming problem. |
| WOS研究方向 | Computer Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000376580200002 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/22798]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Bai, Zhong-Zhi |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, POB 2719, Beijing 100190, Peoples R China 2.Nanjing Univ, Dept Math, Nanjing 210008, Jiangsu, Peoples R China |
| 推荐引用方式 GB/T 7714 | Bai, Zhong-Zhi,Tao, Min. Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints[J]. BIT NUMERICAL MATHEMATICS,2016,56(2):399-422. |
| APA | Bai, Zhong-Zhi,&Tao, Min.(2016).Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints.BIT NUMERICAL MATHEMATICS,56(2),399-422. |
| MLA | Bai, Zhong-Zhi,et al."Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints".BIT NUMERICAL MATHEMATICS 56.2(2016):399-422. |
入库方式： OAI收割
来源：数学与系统科学研究院
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