Yongjin Liu, 沈阳航空大学

Title

An efficient algorithm for a class of singly linearly constrained quadratic programs with a variable box

Abstract

This paper focuses on a class of singly linearly constrained quadratic programs with a variable box. In this paper, a new efficient algorithm based on parametric approach and secant approximation is proposed for finding the closed-form solution of this class of these problems. We design efficient implementations for our proposed algorithm to solve a variety of instances including the problem of computing the metric projection over the epigraph of the weighted Ky Fan k-norm functions and compare its performance with some public softwares. Computational results on large-scale random test problems are also reported in order to evaluate the efficiency of our algorithm.


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