An iterative solver-based infeasible primal-dual path-following algorithm for convex quadratic programming

SIAM Journal on Optimization

Volumn 17, Issue 1, 2007, Pages 287-310

  Zhaosong, Lu ^a   Monteiro, Renato D C ^b   O'Neal, Jerome W ^c  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b Georgia Institute of Technology   (United States)

^c Delta Technology   (United States)

Author keywords

Augmented normal equation; Convex quadratic programming; Inexact search directions; Interior point methods; Iterative linear solver; Maximum weight basis pre conditioner; Polynomial convergence; Primal dual path following methods

Indexed keywords

AUGMENTED NORMAL EQUATION; CONVEX QUADRATIC PROGRAMMING; INEXACT SEARCH DIRECTIONS; INTERIOR-POINT METHODS; ITERATIVE LINEAR SOLVER; MAXIMUM WEIGHT BASIS PRE-CONDITIONER; POLYNOMIAL CONVERGENCE; PRIMAL-DUAL PATH-FOLLOWING METHODS;

ALGORITHMS; APPROXIMATION THEORY; ERROR ANALYSIS; LINEAR EQUATIONS; POLYNOMIALS; PROBLEM SOLVING; QUADRATIC PROGRAMMING;

ITERATIVE METHODS;

EID: 33847167498     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/04060771X     Document Type: Article

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