Splitting methods for constrained quadratic programs in data analysis

This paper is concerned with the numerical solution of a linearly constrained quadratic programming problem by methods that use a splitting of the objective matrix. The authors present an acceleration step for a general splitting algorithm and they establish the convergence of the resulting accelerated scheme. The authors report the results of numerical experiments arising in constrained bivariate interpolation to evaluate the efficiency of this acceleration technique for a particular splitting of the objective matrix and for the corresponding extrapolated form.