A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs

DOI10.1137/0728029MaRDI QIDQ3971871zbMATH OpenOpenAlexFDO

Authors Sanjay Mehrotra, Jie Sun

Publication date 25 June 1992

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0728029

zbMATH Keywords

quadratic programminginterior point methodanalytic centerComplexityKarmarkar's algorithmmethod of centers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20)

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Cited in

(17)

• An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming
• A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
• Infinite-dimensional quadratic optimization: Interior-point methods and control applications
• Quadratically constrained convex quadratic programmes: Faculty feasible regions
• Global optimization of a quadratic functional with quadratic equality constraints
• Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems
• On the solution of convex QPQC problems with elliptic and other separable constraints with strong curvature
• A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function
• An interior point parameterized central path following algorithm for linearly constrained convex programming
• An optimal algorithm and superrelaxation for minimization of a quadratic function subject to separable convex constraints with applications
• On computing the center of a convex quadratically constrained set
• Unboundedness of a convex quadratic function subject to concave and convex quadratic constraints
• A polynomial time dual algorithm for the Euclidean multifacility location problem
• Interior-point algorithm for quadratically constrained entropy minimization problems
• On the convergence of the method of analytic centers when applied to convex quadratic programs
• On the convergence of the affine-scaling algorithm
• An analytic solution for some separable convex quadratic programming problems with equality and inequality constraints

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