Complexity analysis and numerical implementation of primal-dual interior-point methods for convex quadratic optimization based on a finite barrier

DOI10.1007/s11075-012-9581-yzbMath1260.65053OpenAlexW2020971083MaRDI QIDQ1935397

Xin-Zhong Cai, Zi Hou Zhang, Guo-Qiang Wang

Publication date: 15 February 2013

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-012-9581-y

zbMATH Keywords

algorithmsnumerical examplesiteration boundprimal-dual interior-point methodsKernel functionconvex quadratic optimizationlarge- and small-update methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Interior-point methods (90C51)

Related Items (12)

Continuous and discrete Zhang dynamics for real-time varying nonlinear optimization ⋮ A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints ⋮ Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone ⋮ Complexity of primal-dual interior-point algorithm for linear programming based on a new class of kernel functions ⋮ A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization ⋮ A full-Newton step interior-point algorithm for linear optimization based on a finite barrier ⋮ Complexity of interior point methods for a class of linear complementarity problems using a kernel function with trigonometric growth term ⋮ Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem ⋮ An interior point method for \(P_*(\kappa)\)-horizontal linear complementarity problem based on a new proximity function ⋮ An efficient primal-dual interior point method for linear programming problems based on a new kernel function with a finite exponential-trigonometric barrier term ⋮ Research Article: On Extending Primal-Dual Interior-Point Method for Linear Optimization to Convex Quadratic Symmetric Cone Optimization ⋮ A primal-dual interior point algorithm for convex quadratic programming based on a new parametric kernel function

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