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

doi:10.1080/10556780701645057

	An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints
	Lu, Ye 1; Yuan, Ya-Xiang2
	2008
发表期刊	OPTIMIZATION METHODS & SOFTWARE
ISSN	1055-6788
卷号	23 期号:2 页码:251-258
摘要	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.
关键词	interior-point algorithm self-concordant barrier trust-region subproblem
DOI	10.1080/10556780701645057
语种	英语
WOS研究方向	Computer Science ; Operations Research & Management Science ; Mathematics
WOS类目	Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000253659400007
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/6022
专题	计算数学与科学工程计算研究所
通讯作者	Lu, Ye
作者单位	1.MIT, Ctr Operat Res, Cambridge, MA 02139 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Math, LSEC,ICMSEC, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Lu, Ye,Yuan, Ya-Xiang. An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints[J]. OPTIMIZATION METHODS & SOFTWARE,2008,23(2):251-258.
APA	Lu, Ye,&Yuan, Ya-Xiang.(2008).An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints.OPTIMIZATION METHODS & SOFTWARE,23(2),251-258.
MLA	Lu, Ye,et al."An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints".OPTIMIZATION METHODS & SOFTWARE 23.2(2008):251-258.