2009
DOI: 10.1007/s10589-009-9237-6
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Superrelaxation and the rate of convergence in minimizing quadratic functions subject to bound constraints

Abstract: Quadratic programming, Bound constraints, Inexact active set strategy, Rate of convergence, Finite termination,

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Cited by 16 publications
(5 citation statements)
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“…For k 0 and k known, choose k+1 by the following rules: For ∈ (0, 2 A −1 ), the MPRGP algorithm has an R-linear rate of convergence of both k and g P ( k ) in terms of the spectral condition number of the Hessian A of L [30,47,53]. More about the properties and implementation of the MPRGP and SMALBE algorithms may be found in [30,47,50].…”
Section: Algorithm 52 Modified Proportioning With Reduced Gradient Pmentioning
confidence: 99%
“…For k 0 and k known, choose k+1 by the following rules: For ∈ (0, 2 A −1 ), the MPRGP algorithm has an R-linear rate of convergence of both k and g P ( k ) in terms of the spectral condition number of the Hessian A of L [30,47,53]. More about the properties and implementation of the MPRGP and SMALBE algorithms may be found in [30,47,50].…”
Section: Algorithm 52 Modified Proportioning With Reduced Gradient Pmentioning
confidence: 99%
“…Remark Both of ALG1 and DHS can be further accelerated by using overrelaxation techniques; the step size for these algorithms can be chosen slightly larger than 1/λmax(F) to achieve faster convergence. One may refer to Yamagishi–Yamada 42 and Dostál et al 43 for overrelaxation techniques for FISTA and MPRGP, respectively. In the above numerical experiments, for the sake of fair comparison, we did not apply overrelaxation to neither of these algorithms.…”
Section: Applicationsmentioning
confidence: 99%
“…Recent work has suggested that performance of this method may be improved by diagonal scaling and super relaxation , but these extensions have not been implemented in this work.…”
Section: Summary Of Algorithms Consideredmentioning
confidence: 99%