Solving quadratically constrained convex optimization problems with an interior-point method

DOI10.1080/10556788.2010.544309zbMath1233.90234OpenAlexW2037790839MaRDI QIDQ3093053

Csaba Meszaros

Publication date: 12 October 2011

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2010.544309

zbMATH Keywords

quadratic programmingconvex optimizationinterior-point methods

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Interior-point methods (90C51) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (1)

The practical behavior of the homogeneous self-dual formulations in interior point methods

Uses Software

• BPMPD
• symrcm
• Decision tree for optimization software

Cites Work

• Unnamed Item
• Computational experience with a primal-dual interior point method for linear programming
• The Cholesky factorization in interior point methods
• Fast Cholesky factorization for interior point methods of linear programming
• Theoretical convergence of large-step primal-dual interior point algorithms for linear programming
• Sparsity in convex quadratic programming with interior point methods
• On Numerical Issues of Interior Point Methods
• Computing the Minimum Fill-In is NP-Complete
• A Fast and High Quality Multilevel Scheme for Partitioning Irregular Graphs
• Efficient sparse matrix factorization on high performance workstations—exploiting the memory hierarchy
• The BPMPD interior point solver for convex quadratic problems
• Symmetric Quasidefinite Matrices

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