An Accelerated Proximal Gradient Algorithm for Singly Linearly Constrained Quadratic Programs with Box Constraints
Joint Authors
Han, Congying
Li, Mingqiang
Zhao, Tong
Guo, Tiande
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-07
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Medicine
Information Technology and Computer Science
Abstract EN
Recently, the existed proximal gradient algorithms had been used to solve non-smooth convex optimization problems.
As a special nonsmooth convex problem, the singly linearly constrained quadratic programs with box constraints appear in a wide range of applications.
Hence, we propose an accelerated proximal gradient algorithm for singly linearly constrained quadratic programs with box constraints.
At each iteration, the subproblem whose Hessian matrix is diagonal and positive definite is an easy model which can be solved efficiently via searching a root of a piecewise linear function.
Itis proved that the new algorithm can terminate at an ε-optimal solution within O(1/ε) iterations.
Moreover, no line search is needed in this algorithm, and the global convergence can be proved under mild conditions.
Numerical results are reported for solving quadratic programs arising from the training of support vector machines, which show that the new algorithm is efficient.
American Psychological Association (APA)
Han, Congying& Li, Mingqiang& Zhao, Tong& Guo, Tiande. 2013. An Accelerated Proximal Gradient Algorithm for Singly Linearly Constrained Quadratic Programs with Box Constraints. The Scientific World Journal،Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-1032694
Modern Language Association (MLA)
Han, Congying…[et al.]. An Accelerated Proximal Gradient Algorithm for Singly Linearly Constrained Quadratic Programs with Box Constraints. The Scientific World Journal No. 2013 (2013), pp.1-6.
https://search.emarefa.net/detail/BIM-1032694
American Medical Association (AMA)
Han, Congying& Li, Mingqiang& Zhao, Tong& Guo, Tiande. An Accelerated Proximal Gradient Algorithm for Singly Linearly Constrained Quadratic Programs with Box Constraints. The Scientific World Journal. 2013. Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-1032694
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1032694