Convergence analysis of an inexact potential reduction method for convex quadratic programming

DOI10.1007/s10957-007-9264-3zbMath1146.90049OpenAlexW1994720245WikidataQ58832847 ScholiaQ58832847MaRDI QIDQ2483035

Sonia Cafieri, Gerardo Toraldo, Valentina De Simone, Daniela di Serafino, Marco D'apuzzo

Publication date: 5 May 2008

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

Full work available at URL: https://doi.org/10.1007/s10957-007-9264-3

zbMATH Keywords

Quadratic programmingGlobal convergenceInexact search directionsPotential reduction methods

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20)

Related Items (11)

Sparse Approximations with Interior Point Methods ⋮ Starting-point strategies for an infeasible potential reduction method ⋮ On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods ⋮ Stopping criteria for inner iterations in inexact potential reduction methods: a computational study ⋮ On the update of constraint preconditioners for regularized KKT systems ⋮ Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ Interior point methods 25 years later ⋮ Semi-supervised generalized eigenvalues classification ⋮ Block preconditioners for linear systems in interior point methods for convex constrained optimization ⋮ An exterior point polynomial-time algorithm for convex quadratic programming

Uses Software

• PDNET

Cites Work

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• Convergence Analysis of Inexact Infeasible-Interior-Point Algorithms for Solving Linear Programming Problems
• A Centered Projective Algorithm for Linear Programming
• Numerical solution of saddle point problems
• Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
• Large-Scale Scientific Computing

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