Steplengths in interior-point algorithms of quadratic programming
نویسنده
چکیده
An approach to determine primal and dual stepsizes in the infeasible{ interior{point primal{dual method for convex quadratic problems is presented. The approach reduces the primal and dual infeasibilities in each step and allows diierent stepsizes. The method is derived by investigating the eecient set of a multiobjective optimization problem. Computational results are also given.
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 25 شماره
صفحات -
تاریخ انتشار 1999