Numerical solution of box constrained separable convex quadratic programming problems

被引:0
|
作者
Stefanov, Stefan M. [1 ]
机构
[1] South West Univ Neofit Rilski, Dept Math, Blagoevgrad 2700, Bulgaria
来源
JOURNAL OF INFORMATION & OPTIMIZATION SCIENCES | 2024年 / 45卷 / 01期
关键词
Convex programming; Separable programming; Quadratic programming; Necessary and sufficient optimality conditions; RESOURCE-ALLOCATION; ALGORITHM; SUBJECT; OPTIMIZATION; MINIMIZATION;
D O I
10.47974/JIOS-1267
中图分类号
G25 [图书馆学、图书馆事业]; G35 [情报学、情报工作];
学科分类号
1205 ; 120501 ;
摘要
In this paper, minimization problems with a separable convex quadratic objective function subject to a linear equality constraint/linear equality constraints, and bounds on the variables (box constraints) are considered. A necessary and sufficient condition for a feasible solution to be an optimal solution to each of these problems has been established. A convergent polynomial algorithm for solving the problem with a linear equality constraint and bounded variables is proposed, and some numerical results, obtained by this algorithm, are presented.
引用
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页码:57 / 71
页数:15
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