The Newton modified barrier method for QP problems

DOI10.1007/BF02206827MaRDI QIDQ1915923zbMATH OpenOpenAlexFDO

Authors Aaron Melman, Roman A. Polyak

Publication date 3 November 1996

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02206827

zbMATH Keywords

condition numberhot startLagrange multipliersmodified barrier functionsNewton MBF methodrelaxation operatorsecond-order optimality conditions

Mathematics Subject Classification ID

Quadratic programming (90C20) Abstract computational complexity for mathematical programming problems (90C60)

Recommendations

• Modified barrier functions (theory and methods)
• A long-step barrier method for convex quadratic programming
• scientific article; zbMATH DE number 679870
• Augmented Lagrangians, box constrained QP and extensions

Cites work

• A duality theorem for non-linear programming
• An O(n^ 3L) primal interior point algorithm for convex quadratic programming
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 3911152 (Why is no real title available?)
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 4063877 (Why is no real title available?)
• scientific article; zbMATH DE number 45207 (Why is no real title available?)
• scientific article; zbMATH DE number 679857 (Why is no real title available?)
• scientific article; zbMATH DE number 679870 (Why is no real title available?)
• scientific article; zbMATH DE number 3206520 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• Modified barrier functions (theory and methods)
• Nonlinear rescaling and proximal-like methods in convex optimization
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• On the classical logarithmic barrier function method for a class of smooth convex programming problems
• Path-Following Methods for Linear Programming
• The convergence of a modified barrier method for convex programming
• Theoretical efficiency of a shifted-barrier-function algorithm for linear programming
• Unified complexity analysis for Newton LP methods

Cited in

(10)

• Modified barrier functions (theory and methods)
• An exterior point polynomial-time algorithm for convex quadratic programming
• Support vector machine via nonlinear rescaling method
• 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• The Legendre transformation in modern optimization
• The resolution of the optimal reactive dispatch problem via the relaxed barrier-Lagrangian function method
• A dynamic embedding method for the real-time solution of time-varying constrained convex optimization problems
• Practical considerations for implementing robust-to-early termination model predictive control
• Nonlinear rescaling as interior quadratic prox method in convex optimization

This page was built for publication: The Newton modified barrier method for QP problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1915923)