On computing the center of a convex quadratically constrained set (Q2276879)
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English | On computing the center of a convex quadratically constrained set |
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On computing the center of a convex quadratically constrained set (English)
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1991
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The authors presents an interior point method for finding an analytic center of a convex feasible region whose boundaries are defined by quadratic functions. The algorithm starts from an arbitrary initial point and approaches the desired center by simultaneously reducing infeasibility or slackness of all constraints. A partial Newton step is taken at each iteration.
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convex quadratic programming
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interior point method
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analytic center
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