Newton-KKT interior-point methods for indefinite quadratic programming
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Cites work
- scientific article; zbMATH DE number 1186888 (Why is no real title available?)
- scientific article; zbMATH DE number 679874 (Why is no real title available?)
- scientific article; zbMATH DE number 3301975 (Why is no real title available?)
- A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
- A Trust Region Interior Point Algorithm for Linearly Constrained Optimization
- A barrier function method for the nonconvex quadratic programming problem with box constraints
- A general class of penalty/barrier path-following Newton methods for nonlinear programming
- A globally convergent primal-dual interior point method for constrained optimization
- A new QP-free, globally convergent, locally superlinearly convergent algorithm for inequality constrained optimization
- A simple primal-dual feasible interior-point method for nonlinear programming with monotone descent
- A truncated-CG style method for symmetric generalized eigenvalue problems
- A trust region method based on interior point techniques for nonlinear programming.
- A two-stage feasible directions algorithm for nonlinear constrained optimization
- Algorithms for bound constrained quadratic programming problems
- An extension of Karmarkar's projective algorithm for convex quadratic programming
- An interior Newton method for quadratic programming
- An interior-point algorithm for nonconvex nonlinear programming
- Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization
- Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming
- Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
- Interior Methods for Nonlinear Optimization
- Interior path following primal-dual algorithms. II: Convex quadratic programming
- Numerical Optimization
- On affine scaling algorithms for nonconvex quadratic programming
- On some interior-point algorithms for nonconvex quadratic optimization
- On the complexity of approximating a KKT point of quadratic programming
- On the formulation and theory of the Newton interior-point method for nonlinear programming
- Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
- Templates for the Solution of Algebraic Eigenvalue Problems
- The trust region affine interior point algorithm for convex and nonconvex quadratic programming
- Trust Region Methods
Cited in
(15)- Quasi-Newton approaches to interior point methods for quadratic problems
- MINQ8: general definite and bound constrained indefinite quadratic programming
- Multi-standard quadratic optimization: Interior point methods and cone programming reformulation
- Quadratic maximization of reachable values of affine systems with diagonalizable matrix
- An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints
- On some interior-point algorithms for nonconvex quadratic optimization
- Adaptive constraint reduction for convex quadratic programming
- An interior Newton method for quadratic programming
- New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
- Comparison of two sets of first-order conditions as bases of interior-point Newton methods for optimization with simple bounds
- Nonlinear optimization problem of interdependent investment projects portfolio
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
- Newton-KKT interior-point methods for special linear complementarity problems
- Fitting curves and surfaces to point clouds in the presence of obstacles
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