A Method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs

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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

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