• DocumentCode
    2539401
  • Title

    A Modified Extra-Gradient Method for Quadratic Optimization

  • Author

    Ding, Weiping ; Peng, Zheng

  • Author_Institution
    Dept. of Math., Hunan Inst. of Sci. & Technol., Yueyang, China
  • fYear
    2012
  • fDate
    12-14 Oct. 2012
  • Firstpage
    497
  • Lastpage
    499
  • Abstract
    In this paper, we propose a modified extra-gradient method (MEGM) for solving quadratic optimization. In the MEGM method, we use a matrix parameter Gk to balance the primal and dual variables. Numerical results show that the MEGM method significantly improves both computational cost and iteration number compared to the classical extra-gradient method.
  • Keywords
    gradient methods; matrix algebra; quadratic programming; MEGM method; computational cost; dual variables; iteration number; matrix parameter; modified extra-gradient method; primal variables; quadratic optimization; Computational efficiency; Convergence; Educational institutions; Optimization; Symmetric matrices; Vectors; Quadratic optimization; extra-gradient method; modification; variational inequalities;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Business Computing and Global Informatization (BCGIN), 2012 Second International Conference on
  • Conference_Location
    Shanghai
  • Print_ISBN
    978-1-4673-4469-2
  • Type

    conf

  • DOI
    10.1109/BCGIN.2012.135
  • Filename
    6382576
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2539401