A new penalty function algorithm for convex quadratic programming

European Journal of Operational Research

Volumn 101, Issue 1, 1997, Pages 155-163

  Ben Daya, M ^a   Al Sultan, K S ^a  

^a KING FAHD UNIVERSITY OF PETROLEUM AND MINERALS   (Saudi Arabia)

Author keywords

Exterior path; Exterior point algorithm; Newton's method; Penalty methods; Quadratic programming

Indexed keywords

ALGORITHMS; COMPUTER SOFTWARE; CONVERGENCE OF NUMERICAL METHODS; FUNCTION EVALUATION; ITERATIVE METHODS; PARAMETER ESTIMATION;

QUADRATIC PROGRAMMING;

NONLINEAR PROGRAMMING;

EID: 0031199597     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(96)00138-5     Document Type: Article

References (23)

1. Al-Sultan, K., and Murty, K.G. (1991), "Exterior point algorithms for nearest points and convex quadratic programming", Mathematical Programming 57/2, 145-161.
2. Al-Sultan, K. (1994), "On the ε-convergence of exterior penalty functions", Arabian Journal of Science and Engineering 19/4A, 623-626.
3. Beale, E.M.L. (1955), "Om minimizing a convex function subject to linear inequalities", J. Royal Statistical Society, B 17, 173-184.
4. Ben Daya, M., and Al-Sultan, K.S. (1992), "A new exterior point algorithm for convex quadratic programming", Working paper, Systems Engineering Department, King Fahd University of Petroleum and Minerals, Dhahran 3126, Saudi Arabia.
5. Ben Daya, M., and Shetty, CM. ( 1990), "Polynomial barrier function algorithms for convex quadratic programming", Arabian Journal of Science and Engineering 15/4B, 657-670.
6. Best, M.J., and Ritter, K. (1988), "A quadratic programming algorithm", Zeitschrift fur Operations Research 32, 271-297.
7. Chung, S.J., and Murty, K.G. (1981), "Polynomially bounded algorithms for convex quadratic programming", in: Mangasarian, O.L., Meyer, R., and Robinson, S.M., eds., Nonlinear Programming 4, Academic Press, 439-485.
8. Cottle, R.W. (1968), "The principal pivoting method of quadratic programming", in: Dantzig, G.B., and Veinott A.V., Jr., eds., Mathematics of the decisions sciences, Part 1 (AMS, Providence, Rhode Island, 1968).
9. Fiacco, A.V., and McCormick, G.P. (1968), Nonlinear Programming: Sequential Unconstrained Minimization Techniques, Wiley, NY.
10. Fletcher, R. (1971), "A general quadratic programming algorithm", Journal of the Institute of Mathematics and Its Applications 7, 76-91.
11. Frank, M., and Wolfe, P. (1956), "An algorithm for quadratic programming", Naval Research Logistics Quarterly 3, 95-110.
12. Gilbert, E.G. (1966), "An iterative procedure for computing the minimum of a quadratic form on a convex set", SIAM J. on Control 4/1, 61-80.
13. Goldfarb, D., and Idnani, A. (1983), "A numerically stable dual method for solving strictly convex quadratic programs", Mathematical Programming 27, 1-33.
14. 3L) primal interior point algorithm for convex quadratic programming", Mathematical Programming 49/3, 325-340.
15. Lemke, C.E. (1962), "A method of solution for quadratic programs", Management Science 8, 442-453.
16. Luenberger, D.G. (1984), Linear and Nonlinear Programming, Addison Wesley, Melo Park, CA.
17. 3.5L) arithmetic operations", Mathematics of Operations Research 15, 342-363.
18. Monteiro, R.D.C., and Adler, I. (1989), "Interior path following primal-dual algorithms, Part II: Convex quadratic programming", Mathematical Programming 44/1, 43-66.
19. Gould, N.I.M. (1989), "An algorithm for large scale quadratic programming", Computer Science and Systems Division, Harwell Laboratory, Oxfordshire, Ox11 1RA, England.
20. [20[ Polyak, B.T. (1987), Introduction to Optimization, Optimization Software Inc., NY.
21. Rosen, J.B., and Suzuki, S. (1965), "Construction of nonlinear programming test problems", Communications of the ACM 8/2, 113.
22. Truemper, K. (1975), "Note on finite convergence of exterior functions", Management Science 21/5, 600-606.
23. Ye, Y., and Tse, E. (1989), "An extension of Karmarkar's projective algorithm for convex quadratic programming", Mathematical Programming 44/2, 157-180.