BMinQuad.h File Reference

#include "MinQuad.h"

Go to the source code of this file.

Classes
class	BMinQuad

Namespaces
namespace	MinQuad_di_unipi_it

Macros
#define	__BMinQuad   /* self-identification: #endif at the end of the file */
#define	LOG_BMQ   0
#define	LAZY_D   0
#define	TWOSIDED   1
#define	SIGNAL_MBCHG   0
#define	SIGNAL_B2CHG   0
#define	BEXACT   0
#define	CNDVD_TMP   1

Detailed Description

Definition of the class BMinQuad, implementing the BTT (Boxed Tall and Thin) algorithm for solving the box-constrained Quadratic Problems arising (among others) as tentative descent direction finding subproblem within box-constrained Bundle algorithms for the minimization of NonDifferentiable convex functions. It derives from the MinQuad class [see MinQuad.h] since it uses the "unconstrained" TT algorithm as a subroutine.

The user is assumed to be familiar with the kind of problems that are solved by this code; for a description of the algorithm and the basic notations, refer to

A. Frangioni "Solving Semidefinite Quadratic Problems Within Nonsmooth Optimization Algorithms" Computers & O.R. 23(1), p. 1099-1118, 1996

available at http://www.di.unipi.it/~frangio/abstracts.html#COR96

Author

Antonio Frangioni
Dipartimento di Informatica
Universita' di Pisa

Copyright

© by Antonio Frangioni