An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming
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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
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