Direct-dual Fejér methods for problems of quadratic programming
Trudy Instituta matematiki i mehaniki, Dynamical systems: modeling, optimization, and control, Tome 12 (2006) no. 1, pp. 86-97
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The paper deals with the $S$-technology, which reduces convex problems of quadratic programming to the solution of systems of several linear, and one convex, inequalities. A certain variant of the Fejér method is applied to these systems. In particular, the problem of the constructive separability of convex polyhedral sets by a layer of maximal thickness is solved. This algorithm plays an important role in problems of discriminant analysis.
@article{TIMM_2006_12_1_a7,
author = {I. I. Eremin},
title = {Direct-dual {Fej\'er} methods for problems of quadratic programming},
journal = {Trudy Instituta matematiki i mehaniki},
pages = {86--97},
year = {2006},
volume = {12},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TIMM_2006_12_1_a7/}
}
I. I. Eremin. Direct-dual Fejér methods for problems of quadratic programming. Trudy Instituta matematiki i mehaniki, Dynamical systems: modeling, optimization, and control, Tome 12 (2006) no. 1, pp. 86-97. http://geodesic.mathdoc.fr/item/TIMM_2006_12_1_a7/
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