Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming
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Publication:4389180
DOI10.1137/S1052623495283851zbMath0915.90221MaRDI QIDQ4389180
Takashi Tsuchiya, Renato D. C. Monteiro
Publication date: 12 May 1998
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
convex quadratic programminginterior point methodspotential functionaffine scaling algorithmdual estimatesglobal convergence prooflocal Karmarkar potential functionsecond-order affine scaling algorithm
Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20)
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