ISSN:
1436-4646
Keywords:
Key words: nonconvex quadratic programming – interior method – Newton method – trust-region method – dogleg method – quadratic convergence Mathematics Subject Classification (1991): 65K05, 90C20, 90C06
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract. We propose a new (interior) approach for the general quadratic programming problem. We establish that the new method has strong convergence properties: the generated sequence converges globally to a point satisfying the second-order necessary optimality conditions, and the rate of convergence is 2-step quadratic if the limit point is a strong local minimizer. 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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s101070050069
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