A New Iterative Algorithm for the Quadratic Programming Problem Based on the Modified Uzawa Method and ALPMHSS Iteration Method

We researches a new iterative algorithm for quadratic programming problem based on the modified Uzawa algorithm and the ALPMHSS iteration algorithm in this paper. And we obtains the convergence theorem and the eigenvalues distribution of the preconditioned matrix of the new algorithm. By selecting two different parameter matrices, we compared the clustering of the preconditioned matrix with the original coefficient matrix. Numerical example show that the proposed new algorithm has good convergence.