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- Title
Separable Spherical Constraints and the Decrease of a Quadratic Function in the Gradient Projection Step.
- Authors
Bouchala, J.; Dostál, Z.; Vodstrčil, P.
- Abstract
We examine the decrease of a strictly convex quadratic function along the projected-gradient path and show that our earlier estimates obtained for the bound constraints are valid for more general feasible sets including those defined by separable spherical constraints. The result is useful for the development of in a sense optimal algorithms for the solution of some QPQC problems with separable constraints and is an important ingredient in the development of scalable algorithms for contact problems with friction.
- Subjects
QUADRATIC programming; STOCHASTIC convergence; SPHERICAL trigonometry; FRICTION; ALGORITHMS
- Publication
Journal of Optimization Theory & Applications, 2013, Vol 157, Issue 1, p132
- ISSN
0022-3239
- Publication type
Article
- DOI
10.1007/s10957-012-0178-3