Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming

DOI10.1137/S1052623495283851zbMath0915.90221MaRDI QIDQ4389180

Takashi Tsuchiya, Renato D. C. Monteiro

Publication date: 12 May 1998

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

zbMATH Keywords

convex quadratic programminginterior point methodspotential functionaffine scaling algorithmdual estimatesglobal convergence prooflocal Karmarkar potential functionsecond-order affine scaling algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20)

Related Items (11)

An augmented Lagrangian affine scaling method for nonlinear programming ⋮ Trust region affine scaling algorithms for linearly constrained convex and concave programs ⋮ Newton-KKT interior-point methods for indefinite quadratic programming ⋮ A trust region affine scaling method for bound constrained optimization ⋮ A strong bound on the integral of the central path curvature and its relationship with the iteration-complexity of primal-dual path-following LP algorithms ⋮ Combined interior-point method and semismooth Newton method for frictionless contact problems ⋮ A first-order interior-point method for linearly constrained smooth optimization ⋮ Loss and retention of accuracy in affine scaling methods ⋮ Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization ⋮ A trust region method based on a new affine scaling technique for simple bounded optimization ⋮ An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints

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