Steplengths in interior-point algorithms of quadratic programming
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Publication:1306349
DOI10.1016/S0167-6377(99)00028-0zbMATH Open0954.90031OpenAlexW2007912094WikidataQ127723506 ScholiaQ127723506MaRDI QIDQ1306349FDOQ1306349
Authors: Csaba Mészáros 
Publication date: 9 February 2001
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6377(99)00028-0
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multiobjective optimizationefficient setconvex quadratic problemsinfeasible-interior-point primal-dual method
Cites Work
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- Interior path following primal-dual algorithms. II: Convex quadratic programming
- A primal-dual infeasible-interior-point algorithm for linear programming
- Title not available (Why is that?)
- Title not available (Why is that?)
- Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
- Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
- On superlinear convergence of infeasible interior-point algorithms for linearly constrained convex programs
Cited In (8)
- A generic kernel function for interior point methods
- Steplength selection in gradient projection methods for box-constrained quadratic programs
- Steplength selection in interior-point methods for quadratic programming
- Primal–dual interior-point method for linear optimization based on a kernel function with trigonometric growth term
- A simplex algorithm whose average number of steps is bounded between two quadratic functions of the smaller dimension
- Penalized spline support vector classifiers computational issues
- Complexity analysis and numerical implementation of primal-dual interior-point methods for convex quadratic optimization based on a finite barrier
- Title not available (Why is that?)
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