Convergence analysis of an inexact potential reduction method for convex quadratic programming

DOI10.1007/S10957-007-9264-3MaRDI QIDQ2483035zbMATH OpenOpenAlexWikidataFDO

Authors Sonia Cafieri, V. De Simone, D. di Serafino, Gerardo Toraldo, M. D'Apuzzo

Publication date 5 May 2008

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-007-9264-3

zbMATH Keywords

Global convergenceQuadratic programmingInexact search directionsPotential reduction methods

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25)

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Cites work

• scientific article; zbMATH DE number 4072729 (Why is no real title available?)
• scientific article; zbMATH DE number 1444279 (Why is no real title available?)
• A Centered Projective Algorithm for Linear Programming
• An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
• Convergence analysis of inexact infeasible-interior-point algorithms for solving linear programming problems
• Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
• Interior-point solver for large-scale quadratic programming problems with bound constraints
• Large-Scale Scientific Computing
• Numerical solution of saddle point problems
• Potential-reduction methods in mathematical programming
• Stopping criteria for inner iterations in inexact potential reduction methods: a computational study

Cited in

(13)

• On the update of constraint preconditioners for regularized KKT systems
• Semi-supervised generalized eigenvalues classification
• On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
• Stopping criteria for inner iterations in inexact potential reduction methods: a computational study
• A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods
• Convergence analysis of an inexact feasible interior point method for convex quadratic programming
• An exterior point polynomial-time algorithm for convex quadratic programming
• Inexact log-domain interior-point methods for quadratic programming
• Starting-point strategies for an infeasible potential reduction method
• Block preconditioners for linear systems in interior point methods for convex constrained optimization
• Sparse approximations with interior point methods
• Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
• Interior point methods 25 years later

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Uses Software

• PDNET

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