A Method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs

A Method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs

An interior point method is developed for maximizing a concave quadratic function order convex quadratic constraints. The algorithm constructs a sequence of nested convex sets and finds their approximate centers using a partial Newton step. Given the first convex set and its approximate center, the...

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Bibliographic Details
Main Authors: Mehrotra, S., Sun, Jie
Format: Journal Article
Language:English
Published: Society for Industrial and Applied Mathematics 1991
Subjects:
Science & Technology
Physical Sciences
Mathematics, Applied
Mathematics
ANALYTIC CENTER
QUADRATIC PROGRAMMING
INTERIOR POINT METHODS
KARMARKAR ALGORITHM
METHOD OF CENTERS
POLYNOMIAL-TIME ALGORITHM
PRIMAL-DUAL ALGORITHMS
Online Access:http://hdl.handle.net/20.500.11937/91447

Internet

http://hdl.handle.net/20.500.11937/91447

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