Trajectory-following methods for large-scale degenerate convex quadratic programming

DOI10.1007/S12532-012-0050-3zbMATH Open1272.65051OpenAlexW2111997007MaRDI QIDQ2392932FDOQ2392932

Authors: Nicholas I. M. Gould, D. Orban, Daniel P. Robinson 

Publication date: 5 August 2013

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: http://purl.org/net/epubs/work/60838

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zbMATH Keywords

softwarenumerical examplesglobal convergenceconvex quadratic programminginterior-point methoddegenerate problemspath-following methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Interior-point methods (90C51)

Cites Work

• The design of MA48
• Preprocessing for quadratic programming
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• On the Implementation of a Primal-Dual Interior Point Method
• A repository of convex quadratic programming problems
• Title not available (Why is that?)
• Benchmarking optimization software with performance profiles.
• \(P_ *\)-matrices are just sufficient
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• Trust Region Methods
• The complexity of high-order predictor-corrector methods for solving sufficient linear complementarity problems
• Predictor–corrector methods for sufficient linear complementarity problems in a wide neighborhood of the central path
• High order infeasible-interior-point methods for solving sufficient linear complementarity problems
• On a class of superlinearly convergent polynomial time interior point methods for sufficient LCP
• Title not available (Why is that?)
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Further development of multiple centrality correctors for interior point methods
• On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
• Title not available (Why is that?)
• On fast factorization pivoting methods for sparse symmetric indefinite systems
• Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity
• Equivaence between different formulations of the linear complementarity promblem
• Corrector‐Predictor Methods for Sufficient Linear Complementarity Problems in a Wide Neighborhood of the Central Path
• High order long-step methods for solving linear complementarity problems
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• Multiple centrality corrections in a primal-dual method for linear programming
• A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with \(O(\sqrt nL)\)-iteration complexity
• Computational experience with a primal-dual interior point method for linear programming
• Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
• A second derivative SQP method: global convergence
• A second derivative SQP method: local convergence and practical issues
• Properties of the Log-Barrier Function on Degenerate Nonlinear Programs
• Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems
• On well definedness of the central path
• On the analyticity properties of infeasible-interior point paths for monotone linear complementarity problems
• Superlinear convergence of an algorithm for monotone linear complementarity problems, when no strictly complementary solution exists
• Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
• Calculation of Zeros of a Real Polynomial Through Factorization Using Euclid’s Algorithm
• Title not available (Why is that?)
• Limiting Behavior of the Derivatives of Certain Trajectories Associated with a Monotone Horizontal Linear Complementarity Problem
• On the rate of local convergence of high-order-infeasible-path-following algorithms for \(P_*\)-linear complementarity problems
• A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition
• Superlinearly convergent infeasible-interior-point algorithm for degenerate LCP
• Convergence of an Infeasible Interior-Point Algorithm from Arbitrary Positive Starting Points
• Logarithmic SUMT limits in convex programming

Cited In (4)

• QPLIB: a library of quadratic programming instances
• A classification of slow convergence near parametric periodic points of discrete dynamical systems
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• An interior-point trust-funnel algorithm for nonlinear optimization

Uses Software

• HSL
• MA48
• GALAHAD
• CUTEr
• SifDec
• QP
• WSMP
• CQP
• NETLIB LP Test Set

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