A new penalty function algorithm for convex quadratic programming

DOI10.1016/S0377-2217(96)00138-5zbMath0916.90219OpenAlexW2004969600WikidataQ127358982 ScholiaQ127358982MaRDI QIDQ1278947

K. Appert

Publication date: 28 February 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00138-5

zbMATH Keywords

convergenceNewton's methodexterior point algorithmconvex quadratic programmingpenalty function

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20)

Related Items (5)

An efficient logarithmic barrier method without line search for convex quadratic programming ⋮ Algorithm for inequality-constrained least squares problems ⋮ A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming ⋮ A new penalty function algorithm for convex quadratic programming ⋮ An exterior point polynomial-time algorithm for convex quadratic programming

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