descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 1996 English Publisher:Elsevier BVJournal:Computers & Mathematics with Applications, volume 32, pages 1-9 (issn: 0898-1221,

Authors: GALLIGANI, Emanuele; V. RUGGIERO; ZANNI, Luca;

doi: 10.1016/0898-1221(96)00131-9

handle: 11380/304917 , 11392/1207845

Splitting methods for constrained quadratic programs in data analysis

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Abstract

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Related Organizations

University of Modena and Reggio Emilia
Italy
University of Ferrara
Italy

Keywords

Linearly constrained strictly convex quadratic program, Large-scale problems in mathematical programming, Convex programming, parallel computer, Large scale problem, Parallel computer, Acceleration technique; Large scale problem; Linearly constrained strictly convex quadratic program; Parallel computer; Splitting method;, Parallel numerical computation, Quadratic programming, splitting of the objective matrix, Acceleration technique, linearly constrained strictly convex quadratic program, large scale problem, Computational Mathematics, Computational Theory and Mathematics, linearly constrained quadratic programming, Modelling and Simulation, acceleration technique, Splitting method, linearly constrained strictly convex quadratic program; large scale problem; splitting method; acceleration technique; parallel computer

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