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  • Search: subject:"Monotone projected gradient algorithm"
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Dai-Yuan step-size 1 Monotone projected gradient algorithm 1 Support Vector Machine (SVM) 1 adaptive steepest descent step-size 1 projection subproblem 1
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DAI, YU-HONG 1 FU, YUN-SHAN 1
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Asia-Pacific Journal of Operational Research (APJOR) 1
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IMPROVED PROJECTED GRADIENT ALGORITHMS FOR SINGLY LINEARLY CONSTRAINED QUADRATIC PROGRAMS SUBJECT TO LOWER AND UPPER BOUNDS
FU, YUN-SHAN; DAI, YU-HONG - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 01, pp. 71-84
In this paper, we consider the projected gradient algorithms for solving the quadratic program with bound constraints and a single linear equality constraint (SLBQP). We establish the relationship between the Lagrangian multiplier in the projection subproblem and the Lagrangian multiplier in the...
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