An iterative approach to quadratic optimization

An iterative approach to quadratic optimization

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Article ID: iaor20033002
Country: Netherlands
Volume: 116
Issue: 3
Start Page Number: 659
End Page Number: 678
Publication Date: Mar 2003
Journal: Journal of Optimization Theory and Applications
Authors:
Abstract:

Assume that C1,...,CN are N closed convex subsets of a real Hilbert space H having a nonempty intersection C. Assume also that each Ci is the fixed point set of a nonexpansive mapping Ti of H. We devise an interative algorithm which generates a sequence (xn) from an arbitrary initial x0∈H. The sequence (xn) is shown to converge in norm to the unique solution of the quadratic minimization problem minx∈C((1/2)<Ax, x>-<x, u>), where A is a bounded linear strongly positive operator on H and u is a given point in H. Quadratic–quadratic minimization problems are also discussed.

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