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AMBIENTUM BIOETHICA BIOLOGIA CHEMIA DIGITALIA DRAMATICA EDUCATIO ARTIS GYMNAST. ENGINEERING EPHEMERIDES EUROPAEA GEOGRAPHIA GEOLOGIA HISTORIA HISTORIA ARTIUM INFORMATICA IURISPRUDENTIA MATHEMATICA MUSICA NEGOTIA OECONOMICA PHILOLOGIA PHILOSOPHIA PHYSICA POLITICA PSYCHOLOGIA-PAEDAGOGIA SOCIOLOGIA THEOLOGIA CATHOLICA THEOLOGIA CATHOLICA LATIN THEOLOGIA GR.-CATH. VARAD THEOLOGIA ORTHODOXA THEOLOGIA REF. TRANSYLVAN
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STUDIA MATHEMATICA - Ediţia nr.2 din 2024 | |||||||
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A TWO-STEPS FIXED-POINT METHOD FOR THE SIMPLICIAL CONE CONSTRAINED CONVEX QUADRATIC OPTIMIZATION. Autori: MERZAKA KHALDI, MOHAMED ACHACHE. |
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Rezumat: DOI: 10.24193/subbmath.2024.2.13 Received 18 February 2022; Accepted 27 April 2022. pp. 445-455 VIEW PDF FULL PDF In this paper, we deal with the resolution of the simplicial cone constrained convex quadratic optimization (abbreviated SCQO). It is known that the optimality conditions of SCQO is only a standard linear complementarityproblem (LCP). Under a suitable condition, the solution of LCP is equivalent to find the solution of an absolute value equations AVE. For its numerical solution, we propose an efficient two-steps fixed point iterative method for solving the AVE. Moreover, we show that this method converges globally linear to the unique solution of the AVE and which is in turn an optimal solution of SCQO. Some numerical results are reported to demonstrate the efficiency of the proposed algorithm. Mathematics Subject Classification (2010): 90C20, 90C33, 14K30. Keywords: Quadratic programming; simplicial cones; absolute value equations; linear complementarity problem; Picard’s fixed point iterative method. |
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