Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming

DOI10.1137/S1052623495283851MaRDI QIDQ4389180zbMATH OpenFDO

Authors Renato D. C. Monteiro, Takashi Tsuchiya

Publication date 12 May 1998

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

Full work available at URL https://doi.org/10.1137/S1052623495283851

zbMATH Keywords

affine scaling algorithmconvex quadratic programmingdual estimatesglobal convergence proofinterior point methodslocal Karmarkar potential functionpotential functionsecond-order affine scaling algorithm

Mathematics Subject Classification ID

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

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Cited in

(20)

• On affine scaling algorithms for nonconvex quadratic programming
• A simplified global convergence proof of the affine scaling algorithm
• Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems
• Convergence of the dual variables for the primal affine scaling method with unit steps in the homogeneous case
• Trust region affine scaling algorithms for linearly constrained convex and concave programs
• Local convergence of the affine-scaling interior-point algorithm for nonlinear programming
• Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization
• A trust region affine scaling method for bound constrained optimization
• A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
• An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints
• Loss and retention of accuracy in affine scaling methods
• A trust region method based on a new affine scaling technique for simple bounded optimization
• An augmented Lagrangian affine scaling method for nonlinear programming
• scientific article; zbMATH DE number 4155756 (Why is no real title available?)
• Combined interior-point method and semismooth Newton method for frictionless contact problems
• Global Convergence Property of the Affine Scaling Methods for Primal Degenerate Linear Programming Problems
• A first-order interior-point method for linearly constrained smooth optimization
• A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions
• Newton-KKT interior-point methods for indefinite quadratic programming
• 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

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