An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming
From MaRDI portal
Publication:5470255
DOI10.1137/04060771XzbMath1107.65050MaRDI QIDQ5470255
Zhaosong Lu, Renato D. C. Monteiro, J. O'Neal
Publication date: 30 May 2006
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
quadratic programming; polynomial convergence; interior-point methods; convex quadratic programming; primal-dual; primal-dual path-following methods; iterative linear solver; inexact search directions; augmented normal equation; maximum weight basis preconditioner; path-following iterative linear solver
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C20: Quadratic programming
90C51: Interior-point methods
Related Items
A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods, Matrix-free interior point method, Interior point methods 25 years later, A predictor-corrector algorithm with multiple corrections for convex quadratic programming, Matrix-free interior point method for compressed sensing problems, Convergence analysis of the inexact infeasible interior-point method for linear optimization, Complexity analysis and numerical implementation of primal-dual interior-point methods for convex quadratic optimization based on a finite barrier, A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints
Uses Software