An exterior point polynomial-time algorithm for convex quadratic programming

DOI10.1007/s10589-014-9710-8zbMath1311.90088OpenAlexW1965698129MaRDI QIDQ2340489

Da-Gang Tian

Publication date: 20 April 2015

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-014-9710-8

zbMATH Keywords

regularizationpolynomial-time algorithmconvex quadratic programmingpath-followingexterior pointself-concordant function

Mathematics Subject Classification ID

Quadratic programming (90C20)

Related Items (2)

On second-order conic programming duals for robust convex quadratic optimization problems ⋮ Quadratic maximization of reachable values of affine systems with diagonalizable matrix

Uses Software

• QPSchur
• NETLIB LP Test Set

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A numerically stable dual method for solving strictly convex quadratic programs
• A polynomial arc-search interior-point algorithm for convex quadratic programming
• Adaptive constraint reduction for convex quadratic programming
• An interior-exterior approach for convex quadratic programming
• A predictor-corrector algorithm with multiple corrections for convex quadratic programming
• A new primal-dual path-following method for convex quadratic programming
• Erratum to: ``Nonlinear programming without a penalty function or a filter
• Exterior point algorithms for nearest points and convex quadratic programs
• On the convergence of the exponential multiplier method for convex programming
• A new polynomial-time algorithm for linear programming
• QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming
• Interior-point Lagrangian decomposition method for separable convex optimization
• Nonlinear programming without a penalty function or a filter
• Primal-dual nonlinear rescaling method for convex optimization
• A polynomial-time algorithm, based on Newton's method, for linear programming
• An extension of Karmarkar's projective algorithm for convex quadratic programming
• Interior path following primal-dual algorithms. I: Linear programming
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• Modified barrier functions (theory and methods)
• A new penalty function algorithm for convex quadratic programming
• An \(O(n^ 3 L)\) primal-dual potential reduction algorithm for solving convex quadratic programs
• Nonlinear rescaling and proximal-like methods in convex optimization
• Perturbing the dual feasible region for solving convex quadratic programs
• A non-interior path following method for convex quadratic programming problems with bound constraints
• The global linear convergence of an infeasible non-interior path-following algorithm for complementarity problems with uniform \(P\)-functions
• Nonlinear rescaling vs. smoothing technique in convex optimization
• A primal-dual regularized interior-point method for convex quadratic programs
• Global convergence of a class of non-interior point algorithms using Chen-Harker-Kanzow-Smale functions for nonlinear complementarity problems
• A global linear and local quadratic continuation smoothing method for variational inequalities with box constraints
• A complexity analysis of a smoothing method using CHKS-functions for monotone linear complementarity problems
• Primal and dual convergence of a proximal point exponential penalty method for linear programming
• The Newton modified barrier method for QP problems
• On the entropic perturbation and exponential penalty methods for linear programming
• An exterior Newton method for strictly convex quadratic programming
• A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem
• Path-following gradient-based decomposition algorithms for separable convex optimization
• On the convergence of the method of analytic centers when applied to convex quadratic programs
• A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
• An entire space polynomial-time algorithm for linear programming
• 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization
• Convergence analysis of an inexact potential reduction method for convex quadratic programming
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
• A Mathematical View of Interior-Point Methods in Convex Optimization
• A Primal-Dual Exterior Point Method for Nonlinear Optimization
• An Algorithm for Convex Quadratic Programming That Requires O(n^3.5L) Arithmetic Operations
• An unconstrained convex programming approach to solving convex quadratic programming problems
• Remark on the Constraint Sets in Linear Programming
• Khachiyan’s algorithm for linear programming
• A Finite Continuation Algorithm for Bound Constrained Quadratic Programming
• A special newton-type optimization method
• A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P₀LCPs
• Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
• A repository of convex quadratic programming problems
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
• Symmetric Quasidefinite Matrices
• Application of a Smoothing Technique to Decomposition in Convex Optimization
• A Globally and Superlinearly Convergent Algorithm for Convex Quadratic Programs with Simple Bbounds
• An Inexact Perturbed Path-Following Method for Lagrangian Decomposition in Large-Scale Separable Convex Optimization
• Primal–dual exterior point method for convex optimization
• Robust Statistics
• A new bound for the quadratic assignment problem based on convex quadratic programming
• Complexity of a noninterior path-following method for the linear complementarity problem

This page was built for publication: An exterior point polynomial-time algorithm for convex quadratic programming