An optimal algorithm with Barzilai-Borwein steplength and superrelaxation for QPQC problem
- Programs and Algorithms of Numerical Mathematics, Publisher: Institute of Mathematics AS CR(Prague), page 155-161
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topPospíšil, Lukáš. "An optimal algorithm with Barzilai-Borwein steplength and superrelaxation for QPQC problem." Programs and Algorithms of Numerical Mathematics. Prague: Institute of Mathematics AS CR, 2013. 155-161. <http://eudml.org/doc/271325>.
@inProceedings{Pospíšil2013,
abstract = {We propose a modification of MPGP algorithm for solving minimizing problem
of strictly convex quadratic function subject to separable spherical constraints. This active set based algorithm explores the faces by the conjugate gradients and changes the active sets and active variables by the gradient projection with the Barzilai-Borwein steplength. We show how to use the algorithm for the solution of separable and equality constraints. The power of our modification is demonstrated on the solution of a contact problem with Tresca friction.},
author = {Pospíšil, Lukáš},
booktitle = {Programs and Algorithms of Numerical Mathematics},
keywords = {conjugate gradients; Barzilai-Borwein steplength; contact mechanics},
location = {Prague},
pages = {155-161},
publisher = {Institute of Mathematics AS CR},
title = {An optimal algorithm with Barzilai-Borwein steplength and superrelaxation for QPQC problem},
url = {http://eudml.org/doc/271325},
year = {2013},
}
TY - CLSWK
AU - Pospíšil, Lukáš
TI - An optimal algorithm with Barzilai-Borwein steplength and superrelaxation for QPQC problem
T2 - Programs and Algorithms of Numerical Mathematics
PY - 2013
CY - Prague
PB - Institute of Mathematics AS CR
SP - 155
EP - 161
AB - We propose a modification of MPGP algorithm for solving minimizing problem
of strictly convex quadratic function subject to separable spherical constraints. This active set based algorithm explores the faces by the conjugate gradients and changes the active sets and active variables by the gradient projection with the Barzilai-Borwein steplength. We show how to use the algorithm for the solution of separable and equality constraints. The power of our modification is demonstrated on the solution of a contact problem with Tresca friction.
KW - conjugate gradients; Barzilai-Borwein steplength; contact mechanics
UR - http://eudml.org/doc/271325
ER -
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