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

An interior-point trust-region algorithm is proposed for minimization of a convex quadratic objective function over a general convex set. The algorithm uses a trust-region model to ensure descent on a suitable merit function. The complexity of our algorithm is proved to be as good as the interior-po...

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Veröffentlicht in:	Optimization methods & software Jg. 23; H. 2; S. 251 - 258
Hauptverfasser:	Lu, Ye, Yuan, Ya-Xiang
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Taylor & Francis 01.04.2008
Schlagworte:	interior-point algorithm self-concordant barrier trust-region subproblem
ISSN:	1055-6788, 1029-4937
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	An interior-point trust-region algorithm is proposed for minimization of a convex quadratic objective function over a general convex set. The algorithm uses a trust-region model to ensure descent on a suitable merit function. The complexity of our algorithm is proved to be as good as the interior-point polynomial algorithm.
ISSN:	1055-6788 1029-4937
DOI:	10.1080/10556780701645057