On some interior-point algorithms for nonconvex quadratic optimization
type: Item
instance of: scholarly article
title: On some interior-point algorithms for nonconvex quadratic optimization
zbMATH Open document ID: 1053.90136
author: Paul Tseng
author: Yinyu Ye
published in: Mathematical Programming. Series A. Series B
publication date: 2002-01-01T00:00:00Z
review text: The paper is concerned with the quadratic optimization problem \(\min f(x)=x^T Q x\) subject to \(x \geq 0\), where \(Q\) is a symmetric possibly indefinite matrix. The authors give several examples showing that in the case where \(\inf_{x \geq 0} f(x)=-\infty\), the central-path following method and the affine-scaling method may converge to the origin, which is not even a local minimum.
Mathematics Subject Classification ID: 90C51
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 1942737
zbMATH Keywords: nonconvex optimization
zbMATH Keywords: quadratic optimization
reviewed by: Mikhail Yu. Kokurin
describes a project that uses: GQTPAR
MaRDI profile type: Publication
full work available at URL: s10107-002-0310-5
OpenAlex ID: W1978235473
DOI: 10.1007/S10107-002-0310-5
description: scientific article; zbMATH DE number 1942737