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Minimizing a quadratic over a sphere. (English) Zbl 1058.90045
Author’s summary: A new method, the sequential subspace method (SSM), is developed for the problem of minimizing a quadratic over a sphere. In our scheme, the quadratic is minimized over a subspace which is adjusted in successive iterations to ensure convergence to an optimum. When a sequential quadratic programming iterate is included in the subspace, convergence is locally quadratic. Numerical comparisons with other recent methods are given.

MSC:
90C20 Quadratic programming
65F10 Iterative numerical methods for linear systems
65Y20 Complexity and performance of numerical algorithms
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