A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs

From MaRDI portal
Publication:3971871

DOI10.1137/0728029zbMath0742.65046OpenAlexW1974001978MaRDI QIDQ3971871

Sanjay Mehrotra, Jie Sun

Publication date: 25 June 1992

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0728029



Related Items

Global optimization of a quadratic functional with quadratic equality constraints, On the solution of convex QPQC problems with elliptic and other separable constraints with strong curvature, Infinite-dimensional quadratic optimization: Interior-point methods and control applications, Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems, A polynomial time dual algorithm for the Euclidean multifacility location problem, A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function, On the convergence of the affine-scaling algorithm, An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming, Unboundedness of a convex quadratic function subject to concave and convex quadratic constraints, An optimal algorithm and superrelaxation for minimization of a quadratic function subject to separable convex constraints with applications, On computing the center of a convex quadratically constrained set, On the convergence of the method of analytic centers when applied to convex quadratic programs, Quadratically constrained convex quadratic programmes: Faculty feasible regions, A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming, An interior point parameterized central path following algorithm for linearly constrained convex programming, Interior-point algorithm for quadratically constrained entropy minimization problems