On computing the center of a convex quadratically constrained set

DOI10.1007/BF01594926MaRDI QIDQ2276879zbMATH OpenOpenAlexFDO

Authors Sanjay Mehrotra, Jie Sun

Publication date 1991

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01594926

zbMATH Keywords

analytic centerconvex quadratic programminginterior point method

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Quadratic programming (90C20) Convex programming (90C25)

Review text

The authors presents an interior point method for finding an analytic center of a convex feasible region whose boundaries are defined by quadratic functions. The algorithm starts from an arbitrary initial point and approaches the desired center by simultaneously reducing infeasibility or slackness of all constraints. A partial Newton step is taken at each iteration.

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Cites work

• A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
• On the convergence of the method of analytic centers when applied to convex quadratic programs
• Optimization of “\log x” Entropy over Linear Equality Constraints

Cited in

(9)

• Quadratically constrained convex quadratic programmes: Faculty feasible regions
• Complexity analysis of logarithmic barrier decomposition methods for semi-infinite linear programming
• An analytic center quadratic cut method for the convex quadratic feasibility problem
• Centerpoints: A Link Between Optimization and Convex Geometry
• A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
• scientific article; zbMATH DE number 5211144 (Why is no real title available?)
• Minkowski centers via robust optimization: computation and applications
• An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming
• A long-step barrier method for convex quadratic programming

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