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Volumn 85, Issue 3, 1999, Pages 491-523

An interior Newton method for quadratic programming

Author keywords

Dogleg method; Interior method; Newton method; Nonconvex quadratic programming; Quadratic convergence; Trust region method

Indexed keywords


EID: 0001173687     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070050069     Document Type: Article
Times cited : (9)

References (13)
  • 1
    • 0022808141 scopus 로고
    • A variation on Karmarkar's algorithm for solving linear programming problems
    • Barnes, E.R. (1986): A variation on Karmarkar's algorithm for solving linear programming problems. Math. Program. 36, 174-182
    • (1986) Math. Program. , vol.36 , pp. 174-182
    • Barnes, E.R.1
  • 2
    • 0040071463 scopus 로고
    • Polynomial barrier function algorithm for convex quadratic programming
    • School of ISE, Georgia Institute of Technology, Atlanta, GA
    • Ben Daya, M., Shetty, C.M. (1988): Polynomial barrier function algorithm for convex quadratic programming. Report J 88-5, School of ISE, Georgia Institute of Technology, Atlanta, GA
    • (1988) Report J 88-5
    • Ben Daya, M.1    Shetty, C.M.2
  • 4
    • 0022721846 scopus 로고
    • Continuity of the null space and constrained optimization
    • Byrd, R.H., Schnabel, R.B. (1986): Continuity of the null space and constrained optimization. Math. Program. 35, 32-41
    • (1986) Math. Program. , vol.35 , pp. 32-41
    • Byrd, R.H.1    Schnabel, R.B.2
  • 5
    • 0023416451 scopus 로고
    • Projected gradient methods for linearly constrained problems
    • Calamai, PH., Moré, J.J. (1987): Projected gradient methods for linearly constrained problems. Math. Program. 39, 93-116
    • (1987) Math. Program. , vol.39 , pp. 93-116
    • Calamai, P.H.1    Moré, J.J.2
  • 6
    • 0024888006 scopus 로고
    • A direct active set algorithm for large sparse quadratic programs with simple bounds
    • Coleman, T.F., Hulbert, L.A. (1989): A direct active set algorithm for large sparse quadratic programs with simple bounds. Math. Program. 45, 373-406
    • (1989) Math. Program. , vol.45 , pp. 373-406
    • Coleman, T.F.1    Hulbert, L.A.2
  • 7
    • 43949154166 scopus 로고
    • On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
    • Coleman, T.F., Li, Y. (1994): On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds. Math. Program. 67, 189-224
    • (1994) Math. Program. , vol.67 , pp. 189-224
    • Coleman, T.F.1    Li, Y.2
  • 8
    • 0030303844 scopus 로고    scopus 로고
    • An interior trust region approach for nonlinear minimization subject to bounds
    • Coleman, T.F., Li, Y. (1996): An interior trust region approach for nonlinear minimization subject to bounds. SIAM J. Optim. 6, 418-445
    • (1996) SIAM J. Optim. , vol.6 , pp. 418-445
    • Coleman, T.F.1    Li, Y.2
  • 9
    • 0005378090 scopus 로고
    • An interior Newton method for quadratic programming
    • Computer Science Department, Cornell University, Ithaca, NY
    • Coleman, T.F., Liu, J. (1993): An interior Newton method for quadratic programming. Tech. Rep. 93-1388, Computer Science Department, Cornell University, Ithaca, NY
    • (1993) Tech. Rep. , vol.93-1388
    • Coleman, T.F.1    Liu, J.2
  • 10
    • 0021451638 scopus 로고
    • A note on the computation of an orthonormal basis for the null space of a matrix
    • Coleman, T.F., Sorensen, D. (1984): A note on the computation of an orthonormal basis for the null space of a matrix. Math. Program. 29, 234-242
    • (1984) Math. Program. , vol.29 , pp. 234-242
    • Coleman, T.F.1    Sorensen, D.2
  • 11
    • 49949131682 scopus 로고
    • Complementary pivot theory of mathematical programming
    • Cottle, R.W., Dantzig, G.B. (1968): Complementary pivot theory of mathematical programming. Linear Algebra Appl. 1, 103-125
    • (1968) Linear Algebra Appl. , vol.1 , pp. 103-125
    • Cottle, R.W.1    Dantzig, G.B.2
  • 13
    • 0000754239 scopus 로고
    • Iterative solution of problems of linear and quadratic programming
    • Dikin, I.I. (1967): Iterative solution of problems of linear and quadratic programming. Sov. Math. Dokl. 8, 674-675
    • (1967) Sov. Math. Dokl. , vol.8 , pp. 674-675
    • Dikin, I.I.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.