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Tech. Rep. FSU-CSIT-04-22 Compiled August 4, 2005, 16:01 Newton-KKT Interior-Point Methods for
 

Summary: Tech. Rep. FSU-CSIT-04-22 Compiled August 4, 2005, 16:01
Newton-KKT Interior-Point Methods for
Indefinite Quadratic Programming
Pierre-Antoine Absil
School of Computational Science
Florida State University
Tallahassee, FL 32306-4120
http://www.csit.fsu.edu/absil/
Andr´e L. Tits
Department of Electrical and Computer Engineering
and Institute for Systems Research
University of Maryland
College Park, MD 20742
andre@umd.edu
Revised version, submitted to COAP on 4 August 2005
Abstract
Two interior-point algorithms are proposed and analyzed, for the
(local) solution of (possibly) indefinite quadratic programming prob-
lems. They are of the Newton-KKT variety in that (much like in the
case of primal-dual algorithms for linear programming) search direc-

  

Source: Absil, Pierre-Antoine - Département d'ingénierie Mathématique, Université Catholique de Louvain

 

Collections: Mathematics