ncku-talk2009-04-30

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.

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.