Steplength selection in interior-point methods for quadratic programming

DOI10.1016/J.AML.2006.05.020MaRDI QIDQ2455431zbMATH OpenOpenAlexFDO

Authors Frank E. Curtis, Jorge Nocedal

Publication date 24 October 2007

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2006.05.020

zbMATH Keywords

quadratic programminginterior-point methodNonlinear optimizationbarrier method

Mathematics Subject Classification ID

Quadratic programming (90C20) Interior-point methods (90C51)

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• Steplengths in interior-point algorithms of quadratic programming
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Cites work

• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• A repository of convex quadratic programming problems
• An Interior Point Algorithm for Large-Scale Nonlinear Programming
• An interior-point algorithm for nonconvex nonlinear programming
• Benchmarking optimization software with performance profiles.
• Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
• LOQO:an interior point code for quadratic programming
• Linear programming. Foundations and extensions
• On the Implementation of a Primal-Dual Interior Point Method
• Steplengths in interior-point algorithms of quadratic programming

Cited in

(3)

• Steplength selection in gradient projection methods for box-constrained quadratic programs
• PNKH-B: A Projected Newton--Krylov Method for Large-Scale Bound-Constrained Optimization
• An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners

Describes a project that uses

Uses Software

• LPbook
• NETLIB LP Test Set
• Ipopt
• LOQO

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