Treffer: A decomposition algorithm for solving large-scale quadratic programming problems
Title:
A decomposition algorithm for solving large-scale quadratic programming problems
Authors:
Source:
Applied mathematics and computation. 173(1):394-403
Publisher Information:
New York, NY: Elsevier, 2006.
Publication Year:
2006
Physical Description:
print, 6 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Programmation mathématique numérique, Numerical methods in mathematical programming, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Programmation mathématique, Mathematical programming, Algorithme, Algorithm, Algoritmo, Echelle grande, Large scale, Escala grande, Mathématiques appliquées, Applied mathematics, Matemáticas aplicadas, Méthode décomposition, Decomposition method, Método descomposición, Programmation quadratique, Quadratic programming, Programación cuadrática, Résolution problème, Problem solving, Resolución problema, Decomposition, Large-scale, Subproblems
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Faculty of Science, Xi'an Jiaotong University, Xi'an 710049, Shaanxi, China
ISSN:
0096-3003
Rights:
Copyright 2006 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Operational research. Management
Operational research. Management
Accession Number:
edscal.17532075
Database:
PASCAL Archive
Weitere Informationen
In this paper an algorithm for solving large-scale programming is proposed. We decompose a large-scale quadratic programming into a serial of small-scale ones and then approximate the solution of the large-scale quadratic programming via the solutions of these small-scale ones. It is proved that the accumulation point of the iterates generated by the algorithm is a global minimum point of the quadratic programming. The algorithm has performed very well in numerical testing. It is a new way of solving large-scale quadratic programming problems.