A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions

DOI10.1007/BF01580601zbMath0781.90073MaRDI QIDQ688916

Jie Sun

Publication date: 1 November 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

interior point methodsinterior ellipsoid algorithmlocal convergence rateprimal affine-scaling method

Mathematics Subject Classification ID

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

Related Items (12)

A convergence analysis for a convex version of Dikin's algorithm ⋮ A quadratically convergent scaling newton’s method for nonlinear complementarity problems ⋮ Trust region affine scaling algorithms for linearly constrained convex and concave programs ⋮ An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints ⋮ A nonmonotone hybrid method of conjugate gradient and Lanczos-type for solving nonlinear systems ⋮ The Convergent Generalized Central Paths for Linearly Constrained Convex Programming ⋮ A first-order interior-point method for linearly constrained smooth optimization ⋮ An affine scaling projective reduced Hessian algorithm for minimum optimization with nonlinear equality and linear inequality constraints ⋮ An affine scaling interior trust-region method for \(LC^{1}\) minimization subject to bounds on variables ⋮ A feasible interior-point algorithm for nonconvex nonlinear programming ⋮ Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization ⋮ A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming

Cites Work

• A modification of Karmarkar's linear programming algorithm
• An extension of Karmarkar's projective algorithm for convex quadratic programming
• A variation on Karmarkar’s algorithm for solving linear programming problems
• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
• Global Convergence Property of the Affine Scaling Methods for Primal Degenerate Linear Programming Problems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions