Name
Abstract | ||
|---|---|---|
We present a new strategy for choosing primal and dual steplengths in a primal–dual interior-point algorithm for convex quadratic programming. Current implementations often scale steps equally to avoid increases in dual infeasibility between iterations. We propose that this method can be too conservative, while safeguarding an unequally-scaled steplength approach will often require fewer steps toward a solution. Computational results are given. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1016/j.aml.2006.05.020 | Applied Mathematics Letters |
Keywords | Field | DocType |
Nonlinear optimization,Interior-point method,Barrier method,Quadratic programming | Mathematical optimization,Nonlinear programming,Implementation,Barrier method,Convex quadratic programming,Quadratic programming,Convex optimization,Interior point method,Mathematics | Journal |
Volume | Issue | ISSN |
20 | 5 | 0893-9659 |
Citations | PageRank | References |
1 | 0.40 | 6 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Frank Curtis | 1 | 6 | 2.02 |
| Jorge Nocedal | 2 | 3276 | 301.50 |