Convergence analysis of an inexact feasible interior point method for convex quadratic programming (Q2866195)

From MaRDI portal





scientific article; zbMATH DE number 6238048
Language Label Description Also known as
English
Convergence analysis of an inexact feasible interior point method for convex quadratic programming
scientific article; zbMATH DE number 6238048

    Statements

    0 references
    13 December 2013
    0 references
    inexact Newton method
    0 references
    interior point algorithms
    0 references
    linear programming
    0 references
    quadratic programming
    0 references
    worst-case complexity analysis
    0 references
    matrix-free methods
    0 references
    Convergence analysis of an inexact feasible interior point method for convex quadratic programming (English)
    0 references
    The author is concerned with the theory of interior point methods for solving convex quadratic programming problems, considering the following general primal-dual pair of quadratic programming problems NEWLINE\[NEWLINE\text{Primal}\qquad \min c^Tx+{1\over 2} x^T Qx,\quad Ax= b,\quad x\geq 0,NEWLINE\]NEWLINE NEWLINE\[NEWLINE\text{Dual}\qquad \max b^Ty-{1\over 2} x^T Qx,\quad A^T y+ s- Qx= c,\quad x,y\text{ free},\;s\geq 0.NEWLINE\]NEWLINE For the given algorithms the author provides conditions for the level of error acceptable in the Newton equation and establishes the worst-case complexity results.
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references