Talk
abstract:
A Continuous
Deformation Descent Direction Method for Approximating a Solution
of the Linearly Constrained Concave Quadratic Minimization
Problem with Simple Bounds
Chuangyin
Dang
City University of Hong Kong
A continuous deformation descent direction method is proposed for approximating
a solution of the linearly constrained concave quadratic minimization
problem with simple bounds. The method consists of two major
steps. One step is to update Lagrange multipliers with a globally
and superliearly convergent iterative procedure. The other step
is to generate a point in a descent direction, which is superior
to the gradient descent direction and has a desired property
that the simple bounds are satisfied automatically if the step
length is a number between zero and one. Numerical results show
that the method seems effective and efficient.
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