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

Mathematical Programming

Volumn 60, Issue 1-3, 1993, Pages 69-79

  Sun, Jie ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

Author keywords

affine scaling methods; interior point methods; Quadratic programming

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS;

AFFINE SCALING ALGORITHMS; CONVERGENCE PROOF; CONVEX QUADRATIC PROGRAMMING; DUAL ITERATES; INTERIOR ELLIPSOID ALGORITHMS; NONDEGENERACY ASSUMPTIONS;

LINEAR PROGRAMMING;

EID: 0027607278     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/BF01580601     Document Type: Article

References (11)

1. A variation on Karmarkar's algorithm for solving linear programming problems
2. Iterative solution of problems of linear and quadratic programming
3. On the speed of an iterative process
4. A polynomial-time primal—dual affine scaling algorithm for linear and convex quadratic programming and its power series extension
5. Dikin's convergence result for the affine-scaling algorithm
6. A modification of Karmarkar's linear programming algorithm
7. An extension of Karmarkar's projective algorithm and the trust region method for quadratic programming
8. An extension of Karmarkar's projective algorithm for convex quadratic programming