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Article

Pospíšil, Lukáš
An optimal algorithm with Barzilai-Borwein steplength and superrelaxation for QPQC problem. (English). In: Chleboun, J., Segeth, K., Šístek, J. and Vejchodský, T. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Dolní Maxov, June 3-8, 2012. Institute of Mathematics AS CR, Prague, 2013. pp. 155-161
MSC: 74M15, 90C20
Keywords:
conjugate gradients; Barzilai-Borwein steplength; contact mechanics
Summary:
We propose a modification of MPGP algorithm for solving minimizing problem of strictly convex quadratic function subject to separable spherical constraints. This active set based algorithm explores the faces by the conjugate gradients and changes the active sets and active variables by the gradient projection with the Barzilai-Borwein steplength. We show how to use the algorithm for the solution of separable and equality constraints. The power of our modification is demonstrated on the solution of a contact problem with Tresca friction.
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