ISSN:
1573-2894
Keywords:
convex quadratic programming
;
exterior methods
;
Newton methods
;
dual problems
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
Abstract We propose an exterior Newton method for strictly convex quadratic programming (QP) problems. This method is based on a dual formulation: a sequence of points is generated which monotonically decreases the dual objective function. We show that the generated sequence converges globally and quadratically to the solution (if the QP is feasible and certain nondegeneracy assumptions are satisfied). Measures for detecting infeasibility are provided. The major computation in each iteration is to solve a KKT-like system. Therefore, given an effective symmetric sparse linear solver, the proposed method is suitable for large sparse problems. Preliminary numerical results are reported.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008773230148
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