An interior Newton method for quadratic programming
The authors propose a new (interior) approach for the general quadratic programming problem. They establish that the new method has strong convergence properties: The generated sequence converges globally to a point satisfying the second-order necessary optimility conditions, and the rate of convergence is 2-step quadratic if the limit point is a strong local minimizer. Published alternative interior approaches do not share such strong convergence properties for the nonconvex case. The authors also report on the results of preliminary numerical experiments: the results indicate that the proposed method has considerable practical potential.
scientific article; zbMATH DE number 1528057