Title
Separable Spherical Constraints and the Decrease of a Quadratic Function in the Gradient Projection Step.
Abstract
We examine the decrease of a strictly convex quadratic function along the projected-gradient path and show that our earlier estimates obtained for the bound constraints are valid for more general feasible sets including those defined by separable spherical constraints. The result is useful for the development of in a sense optimal algorithms for the solution of some QPQC problems with separable constraints and is an important ingredient in the development of scalable algorithms for contact problems with friction.
Year
DOI
Venue
2013
10.1007/s10957-012-0178-3
J. Optimization Theory and Applications
Keywords
Field
DocType
Quadratic programming with separable constraints, Spherical constraints, Euclidean gradient projection, Rate of convergence
Mathematical optimization,Mathematical analysis,Separable space,Convex function,Gradient projection,Quadratic function,Scalable algorithms,Rate of convergence,Mathematics
Journal
Volume
Issue
ISSN
157
1
1573-2878
Citations 
PageRank 
References 
5
0.47
8
Authors
3
Name
Order
Citations
PageRank
J. Bouchala1142.63
Zdenek Dostál2538.03
Petr Vodstrčil381.60