A quasi-linear algorithm for calculating the infimal convolution of convex quadratic functions

被引：0

作者：

Bayon, L. ^{[1
]}

Grau, J. M. ^{[1
]}

Ruiz, M. M. ^{[1
]}

Suarez, P. M. ^{[1
]}

机构：

[1] Univ Oviedo, Dept Matemat, Gijon, Spain

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2012年 / 236卷 / 12期

关键词：

Algorithm complexity; Infimal convolution; Quadratic programming; PROGRAMMING PROBLEMS; OPTIMIZATION;

D O I：

10.1016/j.cam.2011.04.011

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we present an algorithm of quasi-linear complexity to exactly calculate the infimal convolution of convex quadratic functions. The algorithm exactly and simultaneously solves a separable uniparametric family of quadratic programming problems resulting from varying the equality constraint. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：2990 / 2997

页数：8

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Audet C, 2003, NONCONVEX OPTIM, V74, P25

[2] New developments on equivalent thermal in hydrothermal optimization:: an algorithm of approximation [J].