An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming
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Publication:5470255
DOI10.1137/04060771XzbMath1107.65050MaRDI QIDQ5470255
Zhaosong Lu, Renato D. C. Monteiro, J. O'Neal
Publication date: 30 May 2006
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
quadratic programmingpolynomial convergenceinterior-point methodsconvex quadratic programmingprimal-dualprimal-dual path-following methodsiterative linear solverinexact search directionsaugmented normal equationmaximum weight basis preconditionerpath-following iterative linear solver
Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Interior-point methods (90C51)
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