A semi-smooth Newton method for a special piecewise linear system with application to positively constrained convex quadratic programming
Optimization and Control
2015-11-13 v2 Numerical Analysis
Abstract
In this paper a special piecewise linear system is studied. It is shown that, under a mild assumption, the semi-smooth Newton method applied to this system is well defined and the method generates a sequence that converges linearly to a solution. Besides, we also show that the generated sequence is bounded, for any starting point, and a formula for any accumulation point of this sequence is presented. As an application, we study the convex quadratic programming problem under positive constraints. The numerical results suggest that the semi-smooth Newton method achieves accurate solutions to large scale problems in few iterations.
Cite
@article{arxiv.1508.01582,
title = {A semi-smooth Newton method for a special piecewise linear system with application to positively constrained convex quadratic programming},
author = {J. G. Barrios and J. Y. Bello Cruz and O. P. Ferreira and S. Z. Németh},
journal= {arXiv preprint arXiv:1508.01582},
year = {2015}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1503.02753