A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs

DOI10.1137/0728029zbMATH Open0742.65046OpenAlexW1974001978MaRDI QIDQ3971871FDOQ3971871

Authors: 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

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zbMATH Keywords

quadratic programming interior point method analytic center Complexity Karmarkar's algorithm method of centers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20)

Cited In (17)

An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming
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Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems
On the solution of convex QPQC problems with elliptic and other separable constraints with strong curvature
A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function
An interior point parameterized central path following algorithm for linearly constrained convex programming
On computing the center of a convex quadratically constrained set
An optimal algorithm and superrelaxation for minimization of a quadratic function subject to separable convex constraints with applications
Unboundedness of a convex quadratic function subject to concave and convex quadratic constraints
A polynomial time dual algorithm for the Euclidean multifacility location problem
Interior-point algorithm for quadratically constrained entropy minimization problems
On the convergence of the method of analytic centers when applied to convex quadratic programs
On the convergence of the affine-scaling algorithm
An analytic solution for some separable convex quadratic programming problems with equality and inequality constraints

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