An interior Newton method for quadratic programming
The authors propose a new (interior) approach for the general quadratic programming problem. They establish that the new method has strong convergence properties: The generated sequence converges globally to a point satisfying the second-order necessary optimility conditions, and the rate of convergence is 2-step quadratic if the limit point is a strong local minimizer. Published alternative interior approaches do not share such strong convergence properties for the nonconvex case. The authors also report on the results of preliminary numerical experiments: the results indicate that the proposed method has considerable practical potential.
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- scientific article; zbMATH DE number 1942620
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- scientific article; zbMATH DE number 1942620 (Why is no real title available?)
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