Log-domain interior-point methods for convex quadratic programming

DOI10.1007/S11590-022-01952-ZMaRDI QIDQ6164958zbMATH OpenOpenAlexFDO

Authors Frank Permenter

Publication date 28 July 2023

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2212.02294

zbMATH Keywords

convex optimizationinterior-point methodsquadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Interior-point methods (90C51)

Abstract: Applying an interior-point method to the central-path conditions is a widely used approach for solving quadratic programs. Reformulating these conditions in the log-domain is a natural variation on this approach that to our knowledge is previously unstudied. In this paper, we analyze log-domain interior-point methods and prove their polynomial-time convergence. We also prove that they are approximated by classical barrier methods in a precise sense and provide simple computational experiments illustrating their superior performance.

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Cited in

(3)

• An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
• scientific article; zbMATH DE number 2202879 (Why is no real title available?)
• Inexact log-domain interior-point methods for quadratic programming

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