Show simple item record

dc.contributor.authorColeman, Thomas F.en_US
dc.contributor.authorLi, Yuyingen_US
dc.date.accessioned2007-04-03T14:47:25Z
dc.date.available2007-04-03T14:47:25Z
dc.date.issued1992-11en_US
dc.identifier.citationhttp://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/92-111en_US
dc.identifier.urihttps://hdl.handle.net/1813/5486
dc.description.abstractWe propose a new algorithm, a reflective Newton method, for the minimization of a quadratic function of many variables subject to upper and lower bounds on some of the variables. This method applies to a general (indefinite) quadratic function, for which a local minimizer subject to bounds is required, and is particularly suitable for the large-scale problem. Our new method exhibits strong convergence properties, global and quadratic convergence, and appears to have significant practical potential. Strictly feasible points are generated. Experimental results on moderately large and sparse problems support the claim of practicality for large-scale problems.en_US
dc.format.extent371488 bytes
dc.format.extent366671 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/postscript
dc.language.isoen_USen_US
dc.publisherCornell Universityen_US
dc.subjecttheory centeren_US
dc.titleA Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variablesen_US
dc.typetechnical reporten_US


Files in this item

Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record

Statistics