| Article ID: | iaor200934349 |
| Country: | United States |
| Volume: | 31 |
| Issue: | 2 |
| Start Page Number: | 398 |
| End Page Number: | 417 |
| Publication Date: | May 2006 |
| Journal: | Mathematics of Operations Research |
| Authors: | Teboulle Marc, Beck Amir |
This paper presents a new dual formulation for quadratically constrained convex programs. The special structure of the derived dual problem allows us to apply the gradient projection algorithm to produce a simple explicit method involving only elementary vector–matrix operations, proven to converge at a linear rate.