A generalized conjugate gradient algorithm for solving a class of quadratic programming problems

TitleA generalized conjugate gradient algorithm for solving a class of quadratic programming problems
Publication TypeJournal Articles
Year of Publication1980
AuthorsO'Leary DP
JournalLinear Algebra and its Applications
Volume34
Pagination371 - 399
Date Published1980/12//
ISBN Number0024-3795
Abstract

In this paper we apply matrix splitting techniques and a conjugate gradient algorithm 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. We present the results of numerical experiments showing the effectiveness of the algorithm on free boundary problems for elliptic partial differential equations, and we give comparisons with other algorithms.

URLhttp://www.sciencedirect.com/science/article/pii/0024379580901731
DOI10.1016/0024-3795(80)90173-1