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An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints
Lu, Ye1; Yuan, Ya-Xiang2
2008
Source PublicationOPTIMIZATION METHODS & SOFTWARE
ISSN1055-6788
Volume23Issue:2Pages:251-258
AbstractAn 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.
Keywordinterior-point algorithm self-concordant barrier trust-region subproblem
DOI10.1080/10556780701645057
Language英语
WOS Research AreaComputer Science ; Operations Research & Management Science ; Mathematics
WOS SubjectComputer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000253659400007
PublisherTAYLOR & FRANCIS LTD
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/6022
Collection计算数学与科学工程计算研究所
Corresponding AuthorLu, Ye
Affiliation1.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
Recommended Citation
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.
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