Steplengths in interior-point algorithms of quadratic programming
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Publication:1306349
DOI10.1016/S0167-6377(99)00028-0zbMath0954.90031OpenAlexW2007912094WikidataQ127723506 ScholiaQ127723506MaRDI QIDQ1306349
Publication date: 9 February 2001
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6377(99)00028-0
multiobjective optimizationefficient setconvex quadratic problemsinfeasible-interior-point primal-dual method
Related Items (5)
Complexity analysis and numerical implementation of primal-dual interior-point methods for convex quadratic optimization based on a finite barrier ⋮ Penalized spline support vector classifiers computational issues ⋮ Steplength selection in interior-point methods for quadratic programming ⋮ Primal–dual interior-point method for linear optimization based on a kernel function with trigonometric growth term ⋮ A generic kernel function for interior point methods
Uses Software
Cites Work
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- Interior path following primal-dual algorithms. II: Convex quadratic programming
- A primal-dual infeasible-interior-point algorithm for linear programming
- Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
- On superlinear convergence of infeasible interior-point algorithms for linearly constrained convex programs
- Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
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