An interior Newton method for quadratic programming (Q1586205): Difference between revisions

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.