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On the Locally Polynomial Complexity of the Projection-Gradient Method for Solving Piecewise Quadratic Optimisation Problems

This paper proposes a method for solving optimisation problems involving piecewise quadratic functions. The method provides a solution in a finite number of iterations, and the computational complexity of the proposed method is locally polynomial of the problem dimension, i.e., if the initial point...

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Detalles Bibliográficos
Autores principales: Prusińska, Agnieszka, Szkatuła, Krzysztof, Tret’yakov, Alexey
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8071127/
https://www.ncbi.nlm.nih.gov/pubmed/33920784
http://dx.doi.org/10.3390/e23040465
Descripción
Sumario:This paper proposes a method for solving optimisation problems involving piecewise quadratic functions. The method provides a solution in a finite number of iterations, and the computational complexity of the proposed method is locally polynomial of the problem dimension, i.e., if the initial point belongs to the sufficiently small neighbourhood of the solution set. Proposed method could be applied for solving large systems of linear inequalities.