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Submitted to COAP on 27 Sep 2004 Newton-KKT Interior-Point Methods for
 

Summary: Submitted to COAP on 27 Sep 2004
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
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-
tions for the "primal" variables and the Karush-Kuhn-Tucker (KKT)

  

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

 

Collections: Mathematics