A full-Newton step interior-point algorithm for symmetric cone convex quadratic optimization

Author:

Bai Yanqin, ,Zhang Lipu,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management

Reference13 articles.

1. A long-step barrier method for convex quadratic programming,;K. M. Anstreicher;Algorithmica,1993

2. A comparative study of kernel function for primal-dual interior-point algorithms in linear optimization,;Y. Q. Bai;SIAM J. Optim.,2004

3. "Convex Optimization,";S. Boyd;Cambridge University Press,2004

4. "Analysis on Symmetric Cones,";J. Faraut;Oxford Mathematical Monographs,1994

5. Linear systems in Jordan algebras and primal-dual interior-point algorithms,;L. Faybusovich;Special issue dedicated to William B. Gragg (Monterey,1997

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