Bound constrained quadratic programming via piecewise quadratic functions
نویسندگان
چکیده
منابع مشابه
Bound constrained quadratic programming via piecewise quadratic functions
We consider the strictly convex quadratic programming problem with bounded variables. A dual problem is derived using Lagrange duality. The dual problem is the minimization of an unconstrained, piecewise quadratic function. It involves a lower bound of λ1, the smallest eigenvalue of a symmetric, positive definite matrix, and is solved by Newton iteration with line search. The paper describes th...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1999
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s101070050049