Trajectory-following methods for large-scale degenerate convex quadratic programming
نویسندگان
چکیده
منابع مشابه
Trajectory-following methods for large-scale degenerate convex quadratic programming
We consider a class of infeasible, path-following methods for convex quadratric programming. Our methods are designed to be effective for solving both nondegerate and degenerate problems, where degeneracy is understood to mean the failure of strict complementarity at a solution. Global convergence and a polynomial bound on the number of iterations required is given. An implementation, CQP, is a...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2013
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-012-0050-3