NCKU Math colloquium | |
DATE | 2009-04-30 16:20-17:00 |
PLACE | 國家理論科學中心 204 室 |
SPEAKER | Prof. Nguyen Dong Yen(Institute of Mathematics, Vietnamese Academy of Science and Technology) |
TITLE | Properties of Two DC Algorithms in Quadratic Programming |
ABSTRACT |
Some new properties of the Projection DC decomposition algorithm (we call it Algorithm A) and the Proximal DC decomposition algorithm (we call it Algorithm B) [see T. Pham Dinh, H. A. Le Thi and F. Akoa, “Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming”, Optimization Methods and Software, in press] for solving the indefinite quadratic programming problem under linear constraints are proved in this paper. Among other things, we show that DCA sequences generated by Algorithm A converge to a locally unique solution if the initial points are taken from a neighborhood of it, and DCA sequences generated by either Algorithm A or Algorithm B are all bounded if a condition guaranteeing the solution existence of the given problem is satisfied. |