A Logarithmic Barrier Function Algorithm for Quadratically Constrained Convex Quadratic Programming

DOI10.1137/0801017zbMath0754.90044OpenAlexW2083575507MaRDI QIDQ4012423

Donald Goldfarb, Siyun Wang, Shucheng Liu

Publication date: 27 September 1992

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0801017

zbMATH Keywords

Newton's methodapproximate solutioninterior point methodlogarithmic barrier functionpolynomial timequadratically constrained convex quadratic programming

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (5)

Applications of second-order cone programming ⋮ Impproving the rate of convergence of the logarithmic barrier function method ⋮ Quadratically constrained convex quadratic programmes: Faculty feasible regions ⋮ Minimal representation of convex regions defined by analytic functions ⋮ On infeasibility of systems of convex analytic inequalities

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