A decomposition algorithm for solving large-scale quadratic programming problems

被引：8
|
作者：
Li, HM [1 ]
Zhang, KC [1 ]
机构：
[1] Xian Jiaotong Univ, Fac Sci, Xian 710049, Shaanxi, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2006年 / 173卷 / 01期
关键词：
large-scale; quadratic programming; decomposition; subproblems;
D O I：
10.1016/j.amc.2005.04.076
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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. (c) 2005 Elsevier Inc. All rights reserved.
引用
收藏
页码：394 / 403
页数：10
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