An infeasible interior point methods for convex quadratic problems
In this paper, we deal with the study and implementation of an infeasible interior point method for convex quadratic problems (CQP). The algorithm uses a Newton step and suitable proximity measure for approximately tracing the central path and guarantees that after one feasibility step, the new ite...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Publishing House of the Romanian Academy
2018-12-01
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| Series: | Journal of Numerical Analysis and Approximation Theory |
| Subjects: | |
| Online Access: | https://www.ictp.acad.ro/jnaat/journal/article/view/1147 |