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Splitting methods for constrained quadratic programs in data analysis

✍ Scribed by E. Galligani; V. Ruggiero; L. Zanni

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
440 KB
Volume
32
Category
Article
ISSN
0898-1221

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✦ Synopsis

This paper is concerned with the numerical solution of a linearly constrained quadratic programming problem by methods that use a splitting of the objective matrix. We present an acceleration step for a general splitting algorithm and we establish the convergence of the resulting accelerated scheme. We report the results of numerical experiments arising in constrained bivariate interpolation to evaluate the efficiency of this acceleration technique for a particular splitting of the objective matrix and for the corresponding extrapolated form.

πŸ“œ SIMILAR VOLUMES

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This paper deals with a parallel implementation of an interior point algorithm for solving sparse convex quadratic programs with bound constraints. The parallelism is introduced at the linear algebra level. Concerning the solution of the linear system arising at each step of the considered algorithm