FU, YUN-SHAN; DAI, YU-HONG - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 01, pp. 71-84
In this paper, we consider the projected gradient algorithms for solving the quadratic program with bound constraints and a single linear equality constraint (SLBQP). We establish the relationship between the Lagrangian multiplier in the projection subproblem and the Lagrangian multiplier in the...