We analyse the efficiency of a class of iterative methods for solving large scale convex quadratic programs. These methods, known as splitting methods and projection methods, require to solve a sequence of easy strictly convex quadratic programming subproblems obtained by splitting the matrix of the objective function. We describe in details the techniques used for generating the large and sparse test problems on which the computational behaviour of the methods is studied.

On a class of iterative methods for large-scale convex quadratic programs / Zanni, Luca; V., Ruggiero. - In: RENDICONTI DEL CIRCOLO MATEMATICO DI PALERMO. SUPPLEMENTO. - ISSN 1592-9531. - STAMPA. - Serie II - numero 58:(1999), pp. 213-227. ((Intervento presentato al convegno Numerical Methods in Optimization tenutosi a Cortona - Italy nel 9-12 June 1997.

On a class of iterative methods for large-scale convex quadratic programs

ZANNI, Luca;
1999

Abstract

We analyse the efficiency of a class of iterative methods for solving large scale convex quadratic programs. These methods, known as splitting methods and projection methods, require to solve a sequence of easy strictly convex quadratic programming subproblems obtained by splitting the matrix of the objective function. We describe in details the techniques used for generating the large and sparse test problems on which the computational behaviour of the methods is studied.
Numerical Methods in Optimization
Cortona - Italy
9-12 June 1997
Serie II - numero 58
213
227
Zanni, Luca; V., Ruggiero
On a class of iterative methods for large-scale convex quadratic programs / Zanni, Luca; V., Ruggiero. - In: RENDICONTI DEL CIRCOLO MATEMATICO DI PALERMO. SUPPLEMENTO. - ISSN 1592-9531. - STAMPA. - Serie II - numero 58:(1999), pp. 213-227. ((Intervento presentato al convegno Numerical Methods in Optimization tenutosi a Cortona - Italy nel 9-12 June 1997.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11380/619491
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