Complexity analysis and numerical implementation of primal-dual interior-point methods for convex quadratic optimization based on a finite barrier
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11075-012-9581-y.pdf
Reference13 articles.
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3. Bai, Y.Q., El Ghami, M., Roos, C.: A comparative study of kernel functions for primal-dual interior-point algorithms in linear optimization. SIAM J. Optim. 15(1), 101–128 (2004)
4. El Ghami, M., Ivanov, I., Melissen, J.B.M., Roos, C., Steihaug, T.: A polynomial-time algorithm for linear optimization based on a new class of kernel functions. J. Comput. Appl. Math. 224(2), 500–513 (2009)
5. Lu, Z.S., Monteiro, R.D.C., O’Neal, J.W.: An iterative solver-based infeasible primal-dual path-following algorithm for convex quadratic programming. SIAM J. Optim. 17(1), 287–310 (2006)
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