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
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;
Conference_Titel :
Business Computing and Global Informatization (BCGIN), 2012 Second International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4673-4469-2
DOI :
10.1109/BCGIN.2012.135
