Dual fast projected gradient method for quadratic programming
نویسندگان
چکیده
The application of the fast gradient method to the dual QP leads to the Dual Fast Projected Gradient (DFPG) method. The DFPG converges with O ( k−2 ) rate, where k > 0 is the number of steps. At each step, it requires O(nm) operations. Therefore for a given ε > 0 an ε-approximation to the optimal dual function value
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ورودعنوان ژورنال:
- Optimization Letters
دوره 7 شماره
صفحات -
تاریخ انتشار 2013