TITLE:
Fixed-Point Iteration Method for Solving the Convex Quadratic Programming with Mixed Constraints
AUTHORS:
Ruopeng Wang, Hong Shi, Kai Ruan, Xiangyu Gao
KEYWORDS:
Fixed-Point Iteration; Convex Quadratic Programming Problem; Convergence; Smoothing Function
JOURNAL NAME:
Applied Mathematics,
Vol.5 No.2,
January
20,
2014
ABSTRACT: The present paper is
devoted to a novel smoothing function method for convex quadratic programming
problem with mixed constrains, which has important application in mechanics and
engineering science. The problem is reformulated as a system of non-smooth equations, and then a smoothing function for the system of
non-smooth equations is
proposed. The condition of convergences of this iteration algorithm is given.
Theory analysis and primary numerical results illustrate that this method is
feasible and effective.