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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 10, Pages 1785–1795 (Mi zvmmf4769)  
This article is cited in 3 scientific papers (total in 3 papers)

Semismooth Newton method for quadratic programs with bound constraints

A. N. Daryinaa, A. F. Izmailovb

a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
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Abstract: Convex quadratic programs with bound constraints are proposed to be solved by applying a semismooth Newton method to the corresponding variational inequality. Computational experiments demonstrate that, for strongly convex problems, this approach can be considerably more efficient than more traditional approaches.
Key words: quadratic program, variational inequality, mixed complementarity problem, complementarity function, natural residual, semismooth Newton method, active-set method, projected gradient method.
Received: 23.03.2009
English version:
Computational Mathematics and Mathematical Physics, 2009, Volume 49, Issue 10, Pages 1706–1716
DOI: https://doi.org/10.1134/S0965542509100066
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: A. N. Daryina, A. F. Izmailov, “Semismooth Newton method for quadratic programs with bound constraints”, Zh. Vychisl. Mat. Mat. Fiz., 49:10 (2009), 1785–1795; Comput. Math. Math. Phys., 49:10 (2009), 1706–1716
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    Full-text PDF :165
    References:44
    First page:11
     
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