A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
Copyright policy )A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
The authors consider maximizing a concave quadratic function under convex quadratic constraints: an interior point method is developed. Complexity results are provided.
- Northwestern University United States
- NORTHWESTERN UNIVERSITY United States
- Curtin University Australia
PRIMAL-DUAL ALGORITHMS, Convex programming, Science & Technology, method of centers, INTERIOR POINT METHODS, analytic center, ANALYTIC CENTER, quadratic programming, Complexity, Quadratic programming, METHOD OF CENTERS, 510, 004, Complexity and performance of numerical algorithms, POLYNOMIAL-TIME ALGORITHM, Numerical mathematical programming methods, KARMARKAR ALGORITHM, Karmarkar's algorithm, Physical Sciences, Applied, interior point method, QUADRATIC PROGRAMMING, Mathematics
PRIMAL-DUAL ALGORITHMS, Convex programming, Science & Technology, method of centers, INTERIOR POINT METHODS, analytic center, ANALYTIC CENTER, quadratic programming, Complexity, Quadratic programming, METHOD OF CENTERS, 510, 004, Complexity and performance of numerical algorithms, POLYNOMIAL-TIME ALGORITHM, Numerical mathematical programming methods, KARMARKAR ALGORITHM, Karmarkar's algorithm, Physical Sciences, Applied, interior point method, QUADRATIC PROGRAMMING, Mathematics
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