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...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:Optimization methods & software Ročník 23; číslo 2; s. 251 - 258
Hlavní autoři: Lu, Ye, Yuan, Ya-Xiang
Médium: Journal Article
Jazyk:angličtina
Vydáno: Taylor & Francis 01.04.2008
Témata:
interior-point algorithm
self-concordant barrier
trust-region subproblem
ISSN:1055-6788, 1029-4937
On-line přístup:Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Abstract 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.
AbstractList 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.
Author Lu, Ye
Yuan, Ya-Xiang
Author_xml – sequence: 1
  givenname: Ye
  surname: Lu
  fullname: Lu, Ye
  email: yelu@mit.edu
  organization: Operations Research Center , Massachusetts Institute of Technology
– sequence: 2
  givenname: Ya-Xiang
  surname: Yuan
  fullname: Yuan, Ya-Xiang
  organization: LSEC, ICMSEC , Institute of Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences
BookMark eNqNkM1OAyEUhYmpiW31AdzxAqNQBgYSN03jX9LEja4nDAOVZgYqUG315aXWlU0aV_cs7nfOvWcEBs47DcAlRlcYcXSNEaWs4qhCmJUU0eoEDDGaiKIUpBrsNKVFXuBnYBTjEiFU4pINwdfUQeuSDtaHYuWzhCmsYyqCXljv4Mp3W-d7Kzsou4UPNr320PgAlXfvegPf1rINMlkFe-tsbz-zzlhcN0utspeHC-10yPgvkEdMQeageA5OjeyivvidY_Byd_s8eyjmT_ePs-m8UKRkqdBYG6JaoTlrcDtptRbGUM6MapnQRPCWYCEx40JJqStqOGolLpGaiGZimoqMAd77quBjDNrUq2B7GbY1RvWuvfqgvcxUfxhl089vu-O7o-TNnrQu99TLDx-6tk5y2_lggnTKxpr8I_gIfkDVaZPIN6q9n5A
CitedBy_id crossref_primary_10_1007_s10255_008_8814_2
Cites_doi 10.1007/BF01580903
10.1137/1.9780898719857
10.1007/BF01580601
10.1137/1.9780898718812
10.1007/s10589-006-8717-1
10.1007/s10898-004-8276-x
10.1137/040611756
10.1137/1.9781611970791
ContentType Journal Article
Copyright Copyright Taylor & Francis Group, LLC 2008
Copyright_xml – notice: Copyright Taylor & Francis Group, LLC 2008
DBID AAYXX
CITATION
DOI 10.1080/10556780701645057
DatabaseName CrossRef
DatabaseTitle CrossRef
DatabaseTitleList
DeliveryMethod fulltext_linktorsrc
Discipline Engineering
EISSN 1029-4937
EndPage 258
ExternalDocumentID 10_1080_10556780701645057
264349
GroupedDBID .4S
.7F
.DC
.QJ
0BK
0R~
123
29N
30N
4.4
5VS
AAENE
AAGDL
AAHIA
AAJMT
AALDU
AAMIU
AAPUL
AAQRR
ABCCY
ABDBF
ABFIM
ABHAV
ABJNI
ABLIJ
ABPAQ
ABPEM
ABTAI
ABXUL
ABXYU
ACGEJ
ACGFS
ACIWK
ACTCW
ACTIO
ACUHS
ADCVX
ADGTB
ADXPE
AEISY
AENEX
AEOZL
AEPSL
AEYOC
AFKVX
AFRVT
AGCQS
AGDLA
AGMYJ
AHDZW
AIJEM
AIYEW
AJWEG
AKBVH
AKOOK
ALMA_UNASSIGNED_HOLDINGS
ALQZU
AMVHM
AQRUH
AQTUD
ARCSS
AVBZW
AWYRJ
BLEHA
CAG
CCCUG
CE4
COF
CS3
DGEBU
DKSSO
DU5
EAP
EBS
EDO
EMK
EPL
EST
ESX
E~A
E~B
F5P
GTTXZ
H13
HZ~
H~P
I-F
IPNFZ
J.P
KYCEM
M4Z
NA5
NY~
O9-
P2P
PQQKQ
RIG
RNANH
ROSJB
RTWRZ
S-T
SNACF
TASJS
TBQAZ
TDBHL
TEJ
TFL
TFT
TFW
TTHFI
TUROJ
TUS
TWF
UT5
UU3
ZGOLN
~S~
07G
1TA
AAIKQ
AAKBW
AAYXX
ACAGQ
ACGEE
AEUMN
AGLEN
AGROQ
AHMOU
ALCKM
AMEWO
AMXXU
BCCOT
BPLKW
C06
CITATION
CRFIH
DMQIW
DWIFK
EJD
HF~
IVXBP
LJTGL
NUSFT
QCRFL
TAQ
TFMCV
TOXWX
UB9
UU8
V3K
V4Q
ID FETCH-LOGICAL-c346t-e1ef3cd9e86b1d2dee9ff586fcd69e398d319a1689caae75f80da140c29b2fb73
IEDL.DBID TFW
ISICitedReferencesCount 3
ISICitedReferencesURI http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000253659400007&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
ISSN 1055-6788
IngestDate Tue Nov 18 22:22:19 EST 2025
Sat Nov 29 02:36:03 EST 2025
Mon Oct 20 23:46:47 EDT 2025
Mon May 13 12:09:11 EDT 2019
IsPeerReviewed true
IsScholarly true
Issue 2
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-c346t-e1ef3cd9e86b1d2dee9ff586fcd69e398d319a1689caae75f80da140c29b2fb73
PageCount 8
ParticipantIDs informaworld_taylorfrancis_310_1080_10556780701645057
crossref_primary_10_1080_10556780701645057
crossref_citationtrail_10_1080_10556780701645057
PublicationCentury 2000
PublicationDate 2008-04-00
PublicationDateYYYYMMDD 2008-04-01
PublicationDate_xml – month: 04
  year: 2008
  text: 2008-04-00
PublicationDecade 2000
PublicationTitle Optimization methods & software
PublicationYear 2008
Publisher Taylor & Francis
Publisher_xml – name: Taylor & Francis
References Lu Y. (CIT0007) 2007; 18
Absil P. A. (CIT0003) 2007; 36
CIT0002
Ye Y. (CIT0004) 1992; 52
CIT0005
Dikin I. I. (CIT0001) 1967; 8
CIT0006
Nesterov Y. E. (CIT0008) 1994
CIT0009
References_xml – volume: 52
  start-page: 285
  year: 1992
  ident: CIT0004
  publication-title: Mathematical Programming
  doi: 10.1007/BF01580903
– ident: CIT0006
  doi: 10.1137/1.9780898719857
– ident: CIT0005
  doi: 10.1007/BF01580601
– ident: CIT0009
  doi: 10.1137/1.9780898718812
– volume: 36
  start-page: 5
  year: 2007
  ident: CIT0003
  publication-title: Computational Optimization and Applications
  doi: 10.1007/s10589-006-8717-1
– ident: CIT0002
  doi: 10.1007/s10898-004-8276-x
– volume: 18
  start-page: 65
  year: 2007
  ident: CIT0007
  publication-title: SIAM Journal on Optimization
  doi: 10.1137/040611756
– volume-title: Interior-point Polynomial Algorithms in Convex Programming
  year: 1994
  ident: CIT0008
  doi: 10.1137/1.9781611970791
– volume: 8
  start-page: 674
  year: 1967
  ident: CIT0001
  publication-title: Soviet Mathematics Doklady
SSID ssj0004146
Score 1.7736195
Snippet 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...
SourceID crossref
informaworld
SourceType Enrichment Source
Index Database
Publisher
StartPage 251
SubjectTerms interior-point algorithm
self-concordant barrier
trust-region subproblem
Title An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints
URI https://www.tandfonline.com/doi/abs/10.1080/10556780701645057
Volume 23
WOSCitedRecordID wos000253659400007&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
journalDatabaseRights – providerCode: PRVAWR
  databaseName: Taylor & Francis Journals Complete
  customDbUrl:
  eissn: 1029-4937
  dateEnd: 99991231
  omitProxy: false
  ssIdentifier: ssj0004146
  issn: 1055-6788
  databaseCode: TFW
  dateStart: 19920101
  isFulltext: true
  titleUrlDefault: https://www.tandfonline.com
  providerName: Taylor & Francis
link http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV07T8MwELZQxQADb0R5yQMTkkUejWOPFaJiqhiK6Bb5WSq1SUlcVMSfx84DWgEdYMtw55xyZ_vs3H0fAFfCZtHccYSxiHLUYR5FRHcE8jwlFCbYixUrySbifp8Mh_Shrs0p6rJKd4bWFVBEuVa7yc140VTE3ZScjjGxwWpzfZdg2xXYZvUuvge9p6-uyLq3yEojK06af5o_jbCyK61gli7tNr3df9q5B3bqNBN2q7jYBxsqPQDbS-CDh-C9m0IHFpGPsxzNMvsIywYM5LgashTOssmb61m2w7DJKMvH5nkKrcWwLFRfwJc5ky58BHTwJNO6nxMWc-6udqDJ4KiCtG4UhEtFHSOFKY7AY-9ucHuPaioGJMIONkj5SodCUkUw92UglaJaRwRrITFVISXSTmXmY0IFYyqONPEks2c3EVAeaB6Hx6CVZqk6AZCqjuAiiEiJ9SVjzqh0MIUBFlHAItEGXuOKRNQ45c64SeLXcKbfvmsbXH-qzCqQjnXC3rJ_E1PejOiKxuS7eGIWpg2iNSrhr686_aPeGdiqylJcgdA5aFnvqwuwKV7NuMgvyyj_ADIv_KM
linkProvider Taylor & Francis
linkToHtml http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LT8MwDLZ4ScCBN2I8c-CEFNG1a5scEWICMSYOQ3Cr0jzGpK0dW4eG-PPEbQdDPA5w68FOo8apHcf-PoBjaaPoGDnChM9jWhMOp8zUJHUcLXXAAifUIiebCJtN9vDAb8uE27Asq8QztCmAIvJ_NW5uTEZPSuJOc1LHkFlrtcE-RtizMO9bP4slfa36_UdfZNldZMWplWeTW83vhvjklz6hlk75m_rqf2e6BitlpEnOCtNYhxmdbMDyFP7gJryeJQTxIgaddED7qX0keQ8GRbqGNCH9tPuCbct2GNFtp4NO9tgjdsokr1Ufk6eRUGhBkiBCSa9s6STDUYzZHZKlpF2gWk8UJEajSEqRDbfgrn7ROr-kJRsDlV4tyKiuauNJxTUL4qpyldbcGJ8FRqqAa48zZXezqAaMSyF06BvmKGGPb9LlsWvi0NuGuSRN9A4Qrmsylq7PcrgvFcaCK0QqdAPpu8KXFXAmaxHJEqocJ9eNqiWi6ZfvWoGTd5V-gdPxm7AzvcBRlidHTMFk8lU8ysZZBfxfVLwfX7X7R70jWLxs3TSixlXzeg-WiioVrBfahzlrCfoAFuRz1hkODnOTfwMLWADT
linkToPdf http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV07T8MwED5BQQgG3ojy9MCEZJEmTWKPFVCBQFWHIrpFjh-lUklKG1ARfx7bSaFVoQNsGe4cK_4cn-277wM44zqKjo1GGPNpjKvMoZioKseOI7kMSOCEklmxibDRIO02bRa5OcMirdLsoVVOFGH_1WZy94UaZ8RdWE3HkGiw6ljfBNiLsGSJsTScW_XH77LIorhIm2NtT8aXmj81MbUsTZGWTiw39Y1_dnQT1os4E9VyYGzBgky2YW2CfXAHPmoJMmwRg246wP1UPyJbgYGNWEOaoH7aezdFy7oZ1uukg2729Ix0j5HNVB-hl1cmDH44Mvwkz0VBJxq-xuZsB2Up6uSc1mMHbmJRI0mRDXfhoX7durzBhRYD5l41yLCsSOVxQSUJ4opwhZRUKZ8EiouASo8SoecyqwSEcsZk6CviCKY3b9ylsavi0NuDUpImch8QlVUec9cnluxLhDGjwvAUugH3XebzMjjjoYh4QVRuOteLKgWf6cx3LcP5l0s_Z-mYZ-xMjm-U2aMRleuYzJpH2Sgrgz_Hxfv1VQd_9DuFleZVPbq_bdwdwmqeomKShY6gpIEgj2GZv2Xd4eDEAv4T4G7_aA
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=An+interior-point+trust-region+polynomial+algorithm+for+convex+quadratic+minimization+subject+to+general+convex+constraints&rft.jtitle=Optimization+methods+%26+software&rft.au=Lu%2C+Ye&rft.au=Yuan%2C+Ya-Xiang&rft.date=2008-04-01&rft.issn=1055-6788&rft.eissn=1029-4937&rft.volume=23&rft.issue=2&rft.spage=251&rft.epage=258&rft_id=info:doi/10.1080%2F10556780701645057&rft.externalDBID=n%2Fa&rft.externalDocID=10_1080_10556780701645057
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=1055-6788&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=1055-6788&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=1055-6788&client=summon