A Logarithmic Barrier Function Algorithm for Quadratically Constrained Convex Quadratic Programming

DOI10.1137/0801017MaRDI QIDQ4012423zbMATH OpenOpenAlexFDO

Authors Donald Goldfarb, Shucheng Liu, Siyun Wang

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

approximate solutioninterior point methodNewton's methodpolynomial timelogarithmic barrier functionquadratically constrained convex quadratic programming

Mathematics Subject Classification ID

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

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Cited in

(19)

• A logarithmic barrier interior-point method based on majorant functions for second-order cone programming
• Solving quadratically constrained convex optimization problems with an interior-point method
• An interior point algorithm for convex quadratic programming with strict equilibrium constraints
• A long-step barrier method for convex quadratic programming
• Applications of second-order cone programming
• Quadratically constrained convex quadratic programmes: Faculty feasible regions
• Logarithmic barrier function method for convex quadric programming problem
• A new linesearch method for quadratically constrained convex programming
• Line Search Techniques for the Logarithmic Barrier Function in Quadratic Programming
• Minimal representation of convex regions defined by analytic functions
• A barrier function method for the nonconvex quadratic programming problem with box constraints
• Objective function and logarithmic barrier function properties in convex programming: level sets, solution attainment and strict convexity^*
• On infeasibility of systems of convex analytic inequalities
• Impproving the rate of convergence of the logarithmic barrier function method
• On controlling the parameter in the logarithmic barrier term for convex programming problems
• The Bpmpd interior point solver for convex quadratically constrained quadratic programming problems
• Log-domain interior-point methods for convex quadratic programming
• A Polynomial Barrier Algorithm for Linearly Constrained Convex Programming Problems
• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension

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