On the locally polynomial complexity of the projection-gradient method for solving piecewise quadratic optimisation problems

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Title On the locally polynomial complexity of the projection-gradient method for solving piecewise quadratic optimisation problems
Autor: Prusińska, Agnieszka; Szkatuła, Krzysztof; Tret’yakov, Alexey
URI: http://hdl.handle.net/11331/3614
https://doi.org/10.3390/e23040465
Date: 2021
Źródło: Entropy. Vol. 23 (2021), no 4, art. no 465
Abstract: This paper proposes a method for solving optimisation problems involving piecewise quadratic functions. The method provides a solution in a finite number of iterations, and the computational complexity of the proposed method is locally polynomial of the problem dimension, i.e., if the initial point belongs to the sufficiently small neighbourhood of the solution set. Proposed method could be applied for solving large systems of linear inequalities

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