Properties of two DC algorithms in quadratic programming

Properties of two DC algorithms in quadratic programming

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Article ID: iaor20111966
Volume: 49
Issue: 3
Start Page Number: 481
End Page Number: 495
Publication Date: Mar 2011
Journal: Journal of Global Optimization
Authors: , ,
Keywords: decomposition
Abstract:

Some new properties of the Projection DC decomposition algorithm (we call it Algorithm A) and the Proximal DC decomposition algorithm (we call it Algorithm B) by Pham Dinh et al. (2008) for solving the indefinite quadratic programming problem under linear constraints are proved in this paper. Among other things, we show that DCA sequences generated by Algorithm A converge to a locally unique solution if the initial points are taken from a neighborhood of it, and DCA sequences generated by either Algorithm A or Algorithm B are all bounded if a condition guaranteeing the solution existence of the given problem is satisfied.

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