350 rub
Journal Nonlinear World №4 for 2015 г.
Article in number:
On an analysis of the hazards and the newton-type methods for quadratic programming problems
Keywords: hazard analysis quadratic programming problem Newton type algorithm
Authors:
A.N. Daryina - Ph. D. (Phys.-Math.), Leading Research Scientist, Dorodnicyn Computing Centre of RAS (Moscow). E-mail: daryina@ccas.ru
Abstract:
The article describes the steps of hazard analysis for searching various types of equilibria. For the model problem (quadratic pro-gramming problem) is given Newton-type methods of finding a solution that should be examined for security has to a particular object, served as the basis of the constructed model.
Pages: 32-34
References

 

  1. Daryina A.N., Izmailov A.F. On active-set methods for the quadratic programming problems // Computational Mathematics and Mathematical Physics. 2012. V. 52. № 4. P. 512−523.
  2. Daryina A.N., Izmailov A.F., Solodov M.V. Numerical results for a globalized active-set Newton method for mixed complementarity problems // Computational & Applied Mathematics. 2005. V. 24. № 2. P. 293−316.
  3. Daryina A.N., Izmailov A.F. Semismooth Newton method for quadratic programs with bound constraints // Computational Mathematics and Mathematical Physics. 2009. V. 49. № 10. P. 1706−1716.