ON THE CONVERGENCE OF HAN METHOD FOR CONVEX-PROGRAMMING WITH QUADRATIC OBJECTIVE

被引：68

作者：

IUSEM, AN ^{[1
]}

DEPIERRO, AR ^{[1
]}

机构：

[1] UNIV CAMPINAS,INST MATEMAT ESTATIST & CIENCIA COMP,BR-13081 CAMPINAS,BRAZIL

来源：

MATHEMATICAL PROGRAMMING | 1991年 / 52卷 / 02期

关键词：

MINIMIZATION; PARALLEL PROJECTIONS;

D O I：

10.1007/BF01582891

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We present an iterative method for minimizing strictly convex quadratic functions over the intersection of a finite number of convex sets. The method consists in computing projections onto the individual sets simultaneously and the new iterate is a convex combination of those projections. We give convergence proofs even for the inconsistent case, i.e. when the intersection of the sets is empty.

引用

页码：265 / 284

页数：20

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