Newton-KKT interior-point methods for indefinite quadratic programming
نویسندگان
چکیده
منابع مشابه
Newton-KKT interior-point methods for indefinite quadratic programming
Two interior-point algorithms are proposed and analyzed, for the (local) solution of (possibly) indefinite quadratic programming problems. They are of the Newton-KKT variety in that (much like in the case of primal-dual algorithms for linear programming) search directions for the “primal” variables and the Karush-Kuhn-Tucker (KKT) multiplier estimates are components of the Newton (or quasi-Newt...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2006
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-006-8717-1