An Interior Newton Method for Quadratic Programming
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Author
Coleman, Thomas F.
Liu, Jianguo
Abstract
Quadratic programming represents an extremely important class of optimization problem. In this paper, we propose a new (interior) approach for the general quadratic programming problem. We establish that our new method is globally and quadratically convergent - published alternative interior approaches do not share such strong convergence properties for the nonconvex case. We also report on the results of preliminary numerical experiments: the results indicate that the proposed method has considerable practical potential.
Date Issued
1993-10
Publisher
Cornell University
Keywords
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR93-1388
Type
technical report