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

Authors :
Lu, Ye
Yuan, Ya-Xiang
Source :
Optimization Methods & Software. Apr2008, Vol. 23 Issue 2, p251-258. 8p.
Publication Year :
2008

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10556788
Volume :
23
Issue :
2
Database :
Academic Search Index
Journal :
Optimization Methods & Software
Publication Type :
Academic Journal
Accession number :
31134528
Full Text :
https://doi.org/10.1080/10556780701645057