Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems

DOI10.1007/BF02023112zbMath0793.90055OpenAlexW2067001781MaRDI QIDQ1312782

Takashi Tsuchiya

Publication date: 24 February 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02023112

zbMATH Keywords

global convergenceaffine scaling algorithmdual nondegeneracy conditionlocal Karmarkar potential functionstrictly convex quadratic programming

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Trust region affine scaling algorithms for linearly constrained convex and concave programs, A trust region affine scaling method for bound constrained optimization, A first-order interior-point method for linearly constrained smooth optimization, Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization, An affine scaling method for optimization problems with polyhedral constraints

Cites Work

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• A variation on Karmarkar’s algorithm for solving linear programming problems
• Global Convergence Property of the Affine Scaling Methods for Primal Degenerate Linear Programming Problems