Dynamic Non-diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
نویسندگان
چکیده
منابع مشابه
A Simple, Quadratically Convergent Interior Point Algorithm for Linear Programming and Convex Quadratic Programming
An algorithm for linear programming (LP) and convex quadratic programming (CQP) is proposed, based on an interior point iteration introduced more than ten years ago by J. Herskovits for the solution of nonlinear programming problems. Herskovits' iteration can be simpliied signiicantly in the LP/CQP case, and quadratic convergence from any initial point can be achieved. Interestingly the linear ...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2019
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-019-01491-1