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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Bibliographic Details
Published in:	Optimization methods & software Vol. 23; no. 2; pp. 251 - 258
Main Authors:	Lu, Ye, Yuan, Ya-Xiang
Format:	Journal Article
Language:	English
Published:	Taylor & Francis 01.04.2008
Subjects:	interior-point algorithm self-concordant barrier trust-region subproblem
ISSN:	1055-6788, 1029-4937
Online Access:	Get full text
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Summary:	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