On some interior-point algorithms for nonconvex quadratic optimization (Q1396211)

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On some interior-point algorithms for nonconvex quadratic optimization
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    On some interior-point algorithms for nonconvex quadratic optimization (English)
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    2002
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    The paper is concerned with the quadratic optimization problem \(\min f(x)=x^T Q x\) subject to \(x \geq 0\), where \(Q\) is a symmetric possibly indefinite matrix. The authors give several examples showing that in the case where \(\inf_{x \geq 0} f(x)=-\infty\), the central-path following method and the affine-scaling method may converge to the origin, which is not even a local minimum.
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    nonconvex optimization
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    quadratic optimization
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