Convergence analysis of an inexact feasible interior point method for convex quadratic programming (Q2866195)
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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 |
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13 December 2013
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inexact Newton method
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interior point algorithms
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linear programming
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quadratic programming
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worst-case complexity analysis
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matrix-free methods
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0.9570257
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0.95235205
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0.95074016
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0.93639565
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0.9363282
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Convergence analysis of an inexact feasible interior point method for convex quadratic programming (English)
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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.
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