A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS

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概要

• 論文の詳細を見る

• Hildreth's algorithm is a classical iterative. method for solving strictly convex quadratic programming problems, which uses the rows of constraint matrix just. one at a time. This algorithm is particularly suited to large and sparse problems, because it acts upon the given problem data directly and the coefficient matrix is never modified in the course of the iteration. The original Hildreth's algorithm is mathematically equivalent to Causs-Seidel method applied to the dual of the given quadratic programming problem. In this paper, we propose an SOR modification of Hildreth's algorithm for solving interval constrained quadratic programming problems. We prove global convergence of the algorithm and show that, the rate of convergence is linear. Computational results are also presented to demonstrate the effectiveness of the algorithm.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• IBARAKI Toshihide

  Kyoto University

• Shimazu Yoshikazu

  Showa Denko K.K.

• Fukushima Maso

  Graduate School of Information Science, Advanced Institute of Science and Technology, Nara

• Fukushima Maso

  Graduate School Of Information Science Advanced Institute Of Science And Technology Nara

• IBARAKI Toshihide

  Kyoto College of Graduate Studies for Informatics

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• INTERIOR METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS
• DUAL-BASED NEWTON METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS
• A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS
• Collision Probability in an In-Line Equipment Model under Erlang Distribution

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