A Linearly Convergent Dual-Based Gradient Projection Algorithm for Quadratically Constrained Convex Minimization
نویسندگان
چکیده
This paper presents a new dual formulation for quadratically constrained convex programs (QCCP). The special structure of the derived dual problem allows to apply the gradient projection algorithm to produce a simple explicit method involving only elementary vector-matrix operations, that is proven to converge at a linear rate.
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ورودعنوان ژورنال:
- Math. Oper. Res.
دوره 31 شماره
صفحات -
تاریخ انتشار 2006