An exterior point polynomial-time algorithm for convex quadratic programming
Author
Abstract
Suggested Citation
DOI: 10.1007/s10589-014-9710-8
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Da Tian, 2014. "An entire space polynomial-time algorithm for linear programming," Journal of Global Optimization, Springer, vol. 58(1), pages 109-135, January.
- S. C. Fang & H. S. J. Tsao, 1997. "Perturbing the Dual Feasible Region for Solving Convex Quadratic Programs," Journal of Optimization Theory and Applications, Springer, vol. 94(1), pages 73-85, July.
- A. D. Martin, Jr., 1955. "Mathematical Programming of Portfolio Selections," Management Science, INFORMS, vol. 1(2), pages 152-166, January.
- R. Polyak & I. Griva, 2004. "Primal-Dual Nonlinear Rescaling Method for Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 122(1), pages 111-156, July.
- Zhongyi Liu & Yue Chen & Wenyu Sun & Zhihui Wei, 2012. "A Predictor-corrector algorithm with multiple corrections for convex quadratic programming," Computational Optimization and Applications, Springer, vol. 52(2), pages 373-391, June.
- J. Burke & S. Xu, 2002. "Complexity of a Noninterior Path-Following Method for the Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 112(1), pages 53-76, January.
- Quoc Tran Dinh & Ion Necoara & Moritz Diehl, 2014. "Path-following gradient-based decomposition algorithms for separable convex optimization," Journal of Global Optimization, Springer, vol. 59(1), pages 59-80, May.
- Sanjay Mehrotra & Jie Sun, 1990. "An Algorithm for Convex Quadratic Programming That Requires O ( n 3.5 L ) Arithmetic Operations," Mathematics of Operations Research, INFORMS, vol. 15(2), pages 342-363, May.
- I. Necoara & J. A. K. Suykens, 2009. "Interior-Point Lagrangian Decomposition Method for Separable Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 143(3), pages 567-588, December.
- Jin Jung & Dianne O’Leary & André Tits, 2012. "Adaptive constraint reduction for convex quadratic programming," Computational Optimization and Applications, Springer, vol. 51(1), pages 125-157, January.
- Yang, Yaguang, 2011. "A polynomial arc-search interior-point algorithm for convex quadratic programming," European Journal of Operational Research, Elsevier, vol. 215(1), pages 25-38, November.
- Ben-Daya, M. & Al-Sultan, K. S., 1997. "A new penalty function algorithm for convex quadratic programming," European Journal of Operational Research, Elsevier, vol. 101(1), pages 155-163, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Assalé Adjé, 2021. "Quadratic Maximization of Reachable Values of Affine Systems with Diagonalizable Matrix," Journal of Optimization Theory and Applications, Springer, vol. 189(1), pages 136-163, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Da Tian, 2014. "An entire space polynomial-time algorithm for linear programming," Journal of Global Optimization, Springer, vol. 58(1), pages 109-135, January.
- Jian Luo & Yukai Zheng & Tao Hong & An Luo & Xueqi Yang, 2024. "Fuzzy support vector regressions for short-term load forecasting," Fuzzy Optimization and Decision Making, Springer, vol. 23(3), pages 363-385, September.
- M. Pirhaji & M. Zangiabadi & H. Mansouri, 2017. "An $$\ell _{2}$$ ℓ 2 -neighborhood infeasible interior-point algorithm for linear complementarity problems," 4OR, Springer, vol. 15(2), pages 111-131, June.
- M. Paul Laiu & André L. Tits, 2019. "A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme," Computational Optimization and Applications, Springer, vol. 72(3), pages 727-768, April.
- Pinheiro, Ricardo B.N.M. & Lage, Guilherme G. & da Costa, Geraldo R.M., 2019. "A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem," European Journal of Operational Research, Elsevier, vol. 276(3), pages 1137-1153.
- Bingsheng He & Min Tao & Xiaoming Yuan, 2017. "Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming," Mathematics of Operations Research, INFORMS, vol. 42(3), pages 662-691, August.
- Camila de Lima & Antonio Roberto Balbo & Thiago Pedro Donadon Homem & Helenice de Oliveira Florentino Silva, 2017. "A hybrid approach combining interior-point and branch-and-bound methods applied to the problem of sugar cane waste," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(2), pages 147-164, February.
- Jean-Pierre Dussault & Mathieu Frappier & Jean Charles Gilbert, 2019. "A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 7(4), pages 359-380, December.
- Néstor Aguilera & Liliana Forzani & Pedro Morin, 2011. "On uniform consistent estimators for convex regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(4), pages 897-908.
- Efsun Kürüm & Kasirga Yildirak & Gerhard-Wilhelm Weber, 2012. "A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(3), pages 529-557, September.
- Ben-Daya, M. & Al-Sultan, K. S., 1997. "A new penalty function algorithm for convex quadratic programming," European Journal of Operational Research, Elsevier, vol. 101(1), pages 155-163, August.
- Sungwoo Park, 2016. "A Constraint-Reduced Algorithm for Semidefinite Optimization Problems with Superlinear Convergence," Journal of Optimization Theory and Applications, Springer, vol. 170(2), pages 512-527, August.
- Liwei Zhang & Jian Gu & Xiantao Xiao, 2011. "A class of nonlinear Lagrangians for nonconvex second order cone programming," Computational Optimization and Applications, Springer, vol. 49(1), pages 61-99, May.
- Quoc Tran Dinh & Ion Necoara & Moritz Diehl, 2014. "Path-following gradient-based decomposition algorithms for separable convex optimization," Journal of Global Optimization, Springer, vol. 59(1), pages 59-80, May.
- J. O. Royset & E. Y. Pee, 2012. "Rate of Convergence Analysis of Discretization and Smoothing Algorithms for Semiinfinite Minimax Problems," Journal of Optimization Theory and Applications, Springer, vol. 155(3), pages 855-882, December.
- Yaguang Yang, 2013. "A Polynomial Arc-Search Interior-Point Algorithm for Linear Programming," Journal of Optimization Theory and Applications, Springer, vol. 158(3), pages 859-873, September.
- M. Gonçalves & J. Melo & L. Prudente, 2015. "Augmented Lagrangian methods for nonlinear programming with possible infeasibility," Journal of Global Optimization, Springer, vol. 63(2), pages 297-318, October.
- Frank E. Curtis & Arvind U. Raghunathan, 2017. "Solving nearly-separable quadratic optimization problems as nonsmooth equations," Computational Optimization and Applications, Springer, vol. 67(2), pages 317-360, June.
- Sungwoo Park & Dianne P. O’Leary, 2015. "A Polynomial Time Constraint-Reduced Algorithm for Semidefinite Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 558-571, August.
- Jueyou Li & Guo Chen & Zhaoyang Dong & Zhiyou Wu, 2016. "A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints," Computational Optimization and Applications, Springer, vol. 64(3), pages 671-697, July.
More about this item
Keywords
Self-concordant function; Polynomial-time algorithm ; Exterior point; Path-following; Convex quadratic programming; Regularization;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:61:y:2015:i:1:p:51-78. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.