CALCULATION METHOD FOR QUADRATIC PROGRAMMING PROBLEM IN HILBERT SPACES, PARTIALLY ORDERED BY CONE WITH EMPTY INTERIOR
In the article, a numerical method for convex programming problem (with linear inequality) in Hilbert spaces is given. Firstly, by Khun-Tuckerconditions problem is reduced to minimize a convex funtional under nonnegative variables. Then, last problem is solved by coordinate descent method
Keywords:
Convex function, Khun-Tucker conditions minimization method,
___
- [1] F.Ahmetoglu, Kuhn-Tucker conditions for a convex programming problem in Banach spaces partially ordered by cone with empty interior. Numerical Functional Analysis and Optimization, v. 33, 4, pp. 363-373, 2011.
- [2] S.Y.Chen, S.Y.Wu, Algorithms for in…nite quadratic programming in Lp spaces. Journal of Computational and Applied Mathematics, v. 213, 2, pp. 408-422, 2008.
- [3] S.Y. Wu, A cutting plane approach for solving quadratic in…nite programming on measure spaces. Journal of Global Optimization, v. 21, 1, pp. 67-87, 2001.
- [4] J. Semple, In…nite positive-defnite quadratic programming in a Hilbert space. Journal of Optimization Theory and Applications, v. 88, 3, pp. 743-749, 1996
- [5] S.C. Fang, C.J. Lin, S. Y. Wu, Solving quadratic semiin…nite programming problemsby using relaxed cutting-plane scheme. Journal of Computational and Applied Mathematics, v. 129, pp. 89-104, 2001. Current address : Faculty of Education, Giresun University, Giresun, TURKEY E-mail address : feyzullah.ahmetoglu@giresun.edu.tr URL: http://communications.science.ankara.edu.tr/index.php?series=A1
- ISSN: 1303-5991
- Yayın Aralığı: Yılda 4 Sayı
- Başlangıç: 1948
- Yayıncı: Ankara Üniversitesi