New infeasible interior-point algorithm based on monomial method

We propose a new infeasible path-following algorithm for the convex linearly-constrained quadratic programming problem. This algorithm utilizes the monomial method rather than Newton's method for solving the KKT equations at each iteration. As a result, the sequence of iterates generated by thi...

Full description

Saved in:

Bibliographic Details
Published in:	Computers & operations research Vol. 23; no. 7; pp. 653 - 666
Main Authors:	Yi-Chih, Hsieh, Bricker, Dennis L.
Format:	Journal Article
Language:	English
Published:	Oxford Elsevier Ltd 01.07.1996 Elsevier Science Pergamon Press Inc
Subjects:	Algorithms Applied sciences Computer programming Exact sciences and technology Mathematical programming Operational research and scientific management Operational research. Management science Operations research Studies Performance evaluation Path following method Interior point method Quadratic programming Algorithm Convex programming Constrained optimization Knapsack problem Mathematical programming
ISSN:	0305-0548, 1873-765X, 0305-0548
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!