An interior point method for general large-scale quadratic programming problems

DOI10.1007/BF02206825zbMath0848.90098MaRDI QIDQ1915920

Paul D. Domich, Janet E. Rogers, Paul T. Boggs

Publication date: 1 July 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02206825

zbMATH Keywords

method of centers; interior point algorithm; nonconvex quadratic programs; Big-\({\mathcal M}\) Phase I procedure; cost improvement subproblem; multidirectional search direction; recentering

Mathematics Subject Classification ID

90C06: Large-scale problems in mathematical programming

90C20: Quadratic programming

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Cites Work

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