Trajectory-following methods for large-scale degenerate convex quadratic programming (Q2392932)
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scientific article; zbMATH DE number 6194541
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| English | Trajectory-following methods for large-scale degenerate convex quadratic programming |
scientific article; zbMATH DE number 6194541 |
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Trajectory-following methods for large-scale degenerate convex quadratic programming (English)
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5 August 2013
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This paper considers an infeasible interior-point method for solving the general convex quadratic programming problem. Global convergence of the method is established. Additional trial steps for the choice of idealised solution trajectory are described to accelerate the convergence of the method on both degenerate and nondegenerate problems. The implementation of the convex quadratic programming package is described. Some experimental results on 178 convex examples are presented to illustrate the performance of the package.
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convex quadratic programming
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path-following methods
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degenerate problems
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software
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numerical examples
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interior-point method
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global convergence
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