An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints

DOI10.1080/10556780701645057zbMath1211.90155OpenAlexW2006853545MaRDI QIDQ3539793

Ye Lu, Ya-Xiang Yuan

Publication date: 19 November 2008

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

Full work available at URL: https://doi.org/10.1080/10556780701645057

zbMATH Keywords

interior-point algorithmself-concordant barriertrust-region subproblem

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Quadratic programming (90C20) Interior-point methods (90C51)

Related Items (2)

Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones ⋮ An \(O(rL)\) infeasible interior-point algorithm for symmetric cone LCP via CHKS function

Cites Work

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• A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions
• Newton-KKT interior-point methods for indefinite quadratic programming
• On affine scaling algorithms for nonconvex quadratic programming
• Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization
• A Mathematical View of Interior-Point Methods in Convex Optimization
• Trust Region Methods
• An Interior‐Point Trust‐Region Algorithm for General Symmetric Cone Programming

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