On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints
文献类型：期刊论文
| 作者 | Bai, Zhong-Zhi1,2 ; Tao, Min3
|
| 刊名 | LINEAR ALGEBRA AND ITS APPLICATIONS
 |
| 出版日期 | 2017-03-01 |
| 卷号 | 516页码:264-285 |
| 关键词 | Equality-constraint quadratic programming problem Iteration method Successive relaxation |
| ISSN号 | 0024-3795 |
| DOI | 10.1016/j.laa.2016.11.038 |
| 英文摘要 | To iteratively compute a solution of the equality-constraint quadratic programming problem, by successively introducing relaxation parameters and skillfully adopting a preconditioning matrix, we establish a preconditioned and relaxed alternating variable minimization with multiplier (PRAVMM) method, which is a further generalization of the preconditioned alternating variable minimization with multiplier (PAVMM) method proposed by Bai and Tao (2016) (BIT Numer. Math. 56 (2016), 399-422). Based on rigorous matrix analysis we demonstrate the asymptotic convergence property of the PRAVMM method. Numerical results show that the PRAVMM method is feasible and effective for solving the equality-constraint quadratic programming problems. (C) 2016 Elsevier Inc. All rights reserved. |
| 资助项目 | National Natural Science Foundation[11671393] ; National Natural Science Foundation[11301280] ; National Natural Science Foundation for Creative Research Groups, PR China[11321061] ; Fundamental Research Funds for the Central Universities, PR China[020314330019] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000392782700015 |
| 出版者 | ELSEVIER SCIENCE INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/24658]  |
| 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.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Nanjing Univ, Dept Math, Nanjing 210008, Jiangsu, Peoples R China |
| 推荐引用方式 GB/T 7714 | Bai, Zhong-Zhi,Tao, Min. On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints[J]. LINEAR ALGEBRA AND ITS APPLICATIONS,2017,516:264-285. |
| APA | Bai, Zhong-Zhi,&Tao, Min.(2017).On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints.LINEAR ALGEBRA AND ITS APPLICATIONS,516,264-285. |
| MLA | Bai, Zhong-Zhi,et al."On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints".LINEAR ALGEBRA AND ITS APPLICATIONS 516(2017):264-285. |
入库方式： OAI收割
来源：数学与系统科学研究院
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