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Generalized Conjugate Gradient Algorithm for Solving a Class of Quadratic Programming Problems

机译：求解一类二次规划问题的广义共轭梯度算法

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摘要

Matrix splitting techniques and a conjugate gradient algorithm are applied to the problem of minimizing a convex quadratic form subject to upper and lower bounds on the variables. This method exploits sparsity structure in the matrix of the quadratic form. Choices of the splitting operator are discussed and convergence results are established. Results are presented of numerical experiments showing the effectiveness of the algorithm on free boundary problems for elliptic partial differential equations; comparisons with other algorithms are given. 8 figures, 2 tables. (ERA citation 03:056316)

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作者
O'Leary, D. P.;
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年度 1977
页码 1-50
总页数 50
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Nonlinear programming ; Algorithms ; Differential equations ; Comparative evaluations ; Mathematical operators ; Numerical solution ; Optimization;

机译：非线性规划;算法;微分方程;比较评价;数学算子;数值解;优化;

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机译：一种具有一个二次约束的大规模二次编程问题的共轭梯度算法
2. Generalized Conjugate Gradient Methods for l(1) Regularized Convex Quadratic Programming with Finite Convergence [J] . Lu Zhaosong, Chen Xiaojun Mathematics of operations research . 2018,第1期

机译：L（1）具有有限收敛的L（1）正则凸起二次编程的通用共轭梯度方法
3. Conjugate gradient least squares algorithm for solving the generalized coupled Sylvester-conjugate matrix equations [J] . Hu Jingjing, Ma Changfeng Applied mathematics and computation . 2018,第期

机译：用于求解广义耦合Sylvester缀合物矩阵方程的共轭梯度最小二乘算法
4. An architecture for solving quadratic programs with the fast gradient method on a Field Programmable Gate Array [C] . Boechat Marc-Alexandre, Liu Junyi, Peyrl Helfried, 2013 21st Mediterranean Conference on Control amp; Automation . 2013

机译：用于在现场可编程门阵列上使用快速梯度法求解二次程序的体系结构
5. Generalized Quadratically Constrained Quadratic Programming and its Applications in Array Processing and Cooperative Communications. [D] . Khabbazibasmenj, Arash. 2013

机译：广义二次约束二次规划及其在阵列处理和协作通信中的应用。
6. An accelerating algorithm for globally solving nonconvex quadratic programming [O] . Li Ge, Sanyang Liu -1

机译：一种全局求解非凸二次规划的加速算法
7. A generalized conjugate gradient algorithm for solving a class of quadratic programming problems [O] . OLeary Dianne Prost 1980

机译：一种求解一类二次规划问题的广义共轭梯度算法
8. Efficient Generalized Conjugate Gradient Algorithms [R] . Liu, Y., Storey, C. 1988

机译：高效广义共轭梯度算法

Generalized Conjugate Gradient Algorithm for Solving a Class of Quadratic Programming Problems

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