A LONG-STEP BARRIER METHOD FOR CONVEX QUADRATIC-PROGRAMMING

K M Anstreicher; D Denhertog; C Roos; T Terlaky

doi:10.1007/BF01769704

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A LONG-STEP BARRIER METHOD FOR CONVEX QUADRATIC-PROGRAMMING

Journal article

Peer reviewed

A LONG-STEP BARRIER METHOD FOR CONVEX QUADRATIC-PROGRAMMING

K M Anstreicher, D Denhertog, C Roos and T Terlaky

Algorithmica, Vol.10(5), pp.365-382

11/01/1993

DOI: 10.1007/BF01769704

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Abstract

In this paper we propose a long-step logarithmic barrier function method for convex quadratic programming with linear equality constraints. After a reduction of the barrier parameter, a series of long steps along projected Newton directions are taken until the iterate is in the vicinity of the center associated with the current value of the barrier parameter. We prove that the total number of iterations is O(square-root nL) or O(nL), depending on how the barrier parameter is updated.

Computer Science

Computer Science, Software Engineering

Mathematics

Mathematics, Applied

Physical Sciences

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Details

Title: Subtitle: A LONG-STEP BARRIER METHOD FOR CONVEX QUADRATIC-PROGRAMMING
Creators: K M Anstreicher - University of Iowa
D Denhertog
C Roos - Delft University of Technology
T Terlaky - Delft University of Technology
Resource Type: Journal article
Publication Details: Algorithmica, Vol.10(5), pp.365-382
Publisher: Springer Nature
DOI: 10.1007/BF01769704
ISSN: 0178-4617
eISSN: 1432-0541
Number of pages: 18
Language: English
Date published: 11/01/1993
Academic Unit: Industrial and Systems Engineering; Computer Science; Business Analytics
Record Identifier: 9984380393402771

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