Stability and accuracy of inexact interior point methods for convex quadratic programming

DOI10.1007/S10957-017-1170-8zbMath1381.65046OpenAlexW2754060945MaRDI QIDQ1686666

Valeria Simoncini, Benedetta Morini

Publication date: 15 December 2017

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

Full work available at URL: https://doi.org/10.1007/s10957-017-1170-8

zbMATH Keywords

convex quadratic programmingroundoff errorsprimal-dual interior point methodsiterative solutioninexact interior point steps

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Interior-point methods (90C51)

Related Items (4)

Applying iterated mapping to the no-three-in-a-line problem ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming ⋮ Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization

Uses Software

• SparseMatrix
• mctoolbox

Cites Work

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• Large-Scale Scientific Computing

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