An interior point method for quadratic programs based on conjugate projected gradients

DOI10.1007/BF01299140zbMath0778.90048MaRDI QIDQ1260618

Tamra J. Carpenter, David F. Shanno

Publication date: 30 August 1993

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

interior point methodconjugate projected gradient procedurelarge-scale convex quadratic programming

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (4)

On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods ⋮ On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning ⋮ Symbiosis between linear algebra and optimization

Uses Software

• ALPO
• GAMS
• MINOS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A modification of Karmarkar's linear programming algorithm
• A new polynomial-time algorithm for linear programming
• Computational experience with a primal-dual interior point method for linear programming
• An extension of Karmarkar's projective algorithm for convex quadratic programming
• Interior path following primal-dual algorithms. I: Linear programming
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• Symmetric indefinite systems for interior point methods
• An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• A variation on Karmarkar’s algorithm for solving linear programming problems
• Truncated-Newton algorithms for large-scale unconstrained optimization
• Large Step Path-Following Methods for Linear Programming, Part I: Barrier Function Method
• On the Implementation of a Primal-Dual Interior Point Method
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• ALPO: Another Linear Program Optimizer
• Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure
• The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method

This page was built for publication: An interior point method for quadratic programs based on conjugate projected gradients