An unconstrained convex programming approach to solving convex quadratic programming problems

DOI10.1080/02331939308843884zbMath0818.90087OpenAlexW2017397317MaRDI QIDQ3835665

Shu-Cherng Fang, H.-S. Jacob Tsao

Publication date: 21 August 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939308843884

zbMATH Keywords

convex quadratic programmingconvex analysis\(\varepsilon\)-optimal solutionunconstrained convex programming

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Nonsmooth analysis (49J52) Linear programming (90C05) Duality theory (optimization) (49N15)

Related Items (5)

Perturbing the dual feasible region for solving convex quadratic programs ⋮ On the entropic perturbation and exponential penalty methods for linear programming ⋮ An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions ⋮ On second-order conic programming duals for robust convex quadratic optimization problems ⋮ An exterior point polynomial-time algorithm for convex quadratic programming

Cites Work

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• An Algorithm for Convex Quadratic Programming That Requires O(n^3.5L) Arithmetic Operations
• Curved search methods for unconstrained optimization
• Entropy in linear programs
• Geometric Programming
• Convex Analysis

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