this paper we define Newton-type algorithms for the solution of box constrained quadratic programming problems. These algorithms are based on the unconstrained minimization of a continuously differentiable exact penalty function and make use of consistent approximations of the Newton's direction of the penalty function. Under suitable assumptions, finite termination at a solution of the constrained problem can be established.
On the Solution of a Class od Quadratic Programs Using a Differentiable Exact Penalty Function / Grippo, Luigi; Lucidi, Stefano. - STAMPA. - 143(1990), pp. 764-773. [10.1007/BFb0008433].
On the Solution of a Class od Quadratic Programs Using a Differentiable Exact Penalty Function
GRIPPO, Luigi;LUCIDI, Stefano
1990
Abstract
this paper we define Newton-type algorithms for the solution of box constrained quadratic programming problems. These algorithms are based on the unconstrained minimization of a continuously differentiable exact penalty function and make use of consistent approximations of the Newton's direction of the penalty function. Under suitable assumptions, finite termination at a solution of the constrained problem can be established.File allegati a questo prodotto
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