An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints

Optimization Methods and Software

Volumn 23, Issue 2, 2008, Pages 251-258

  Lu, Ye ^a   Yuan, Ya Xiang ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Interior point algorithm; Self concordant barrier; Trust region subproblem

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; CONSTRAINT THEORY; MATHEMATICAL MODELS; POLYNOMIALS; SET THEORY;

CONVEX QUADRATIC MINIMIZATION; INTERIOR-POINT ALGORITHM; POLYNOMIAL ALGORITHM; SELF-CONCORDANT BARRIER;

QUADRATIC PROGRAMMING;

EID: 40249101583     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780701645057     Document Type: Article

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