Algoritmy kvadratického programování a jejich aplikace

Abstract

This thesis deals with algorithms for solving unconstrained quadratic programming problems, in particular is about gradient methods as steepest descent method, Barzilai-Borwein algorithm and conjugate gradient method and preconditioning of these mothods. The goal of this thesis is to deal with algorithms of quadratic programming, their implementation and also their application.

Description

Subject(s)

Optimization problem, Unconstrained quadratic programmnig, Method of steepest descent, Barzilai-Borwein method, Conjugate gradient method, Preconditioned conjugate gradients method, SSOR precondition

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