Convergence Properties of Dikin’s Affine Scaling Algorithm for Nonconvex Quadratic Minimization
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DOI: 10.1007/s10898-004-8276-x
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References listed on IDEAS
- Takashi Tsuchiya, 1992. "Global Convergence Property of the Affine Scaling Methods for Primal Degenerate Linear Programming Problems," Mathematics of Operations Research, INFORMS, vol. 17(3), pages 527-557, August.
- I. I. Dikin & C. Roos, 1997. "Convergence of the Dual Variables for the Primal Affine Scaling Method with Unit Steps in the Homogeneous Case," Journal of Optimization Theory and Applications, Springer, vol. 95(2), pages 305-321, November.
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Cited by:
- William Hager & Hongchao Zhang, 2014. "An affine scaling method for optimization problems with polyhedral constraints," Computational Optimization and Applications, Springer, vol. 59(1), pages 163-183, October.
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Keywords
Affine-scaling algorithm; Hoffman’s error bound; Linear convergence; Nonconvex quadratic minimization; Trust region subproblem;All these keywords.
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