Geodesic
On the decrease of a quadratic function along the projected-gradient path
Electronic transactions on numerical analysis, Tome 31 (2008), pp. 25-29.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: The Euclidean gradient projection is an efficient tool for the expansion of an active set in the activeset-based algorithms for the solution of bound-constrained quadratic programming problems. In this paper we examine the decrease of the convex cost function along the projected-gradient path and extend the earlier estimate given by Joachim Sch$\ddot $oberl. The result is an important ingredient in the development of optimal algorithms for the solution of convex quadratic programming problems.
Classification : 65K05, 90C20, 49M10
Keywords: bound-constrained quadratic programming, Euclidean gradient projection, rate of convergence 
@article{ETNA_2008__31__a21,
     author = {Dost\'al, Zden\v{e}k},
     title = {On the decrease of a quadratic function along the projected-gradient path},
     journal = {Electronic transactions on numerical analysis},
     pages = {25--29},
     publisher = {mathdoc},
     volume = {31},
     year = {2008},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2008__31__a21/}
}
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Dostál, Zdeněk. On the decrease of a quadratic function along the projected-gradient path. Electronic transactions on numerical analysis, Tome 31 (2008), pp. 25-29. http://geodesic.mathdoc.fr/item/ETNA_2008__31__a21/