Steplengths in interior-point algorithms of quadratic programming

被引：9
|
作者：
Mészáros, C [1 ]
机构：
[1] Hungarian Acad Sci, Comp & Automat Res Inst, H-1518 Budapest, Hungary
来源：
OPERATIONS RESEARCH LETTERS | 1999年 / 25卷 / 01期
基金：
英国工程与自然科学研究理事会;
关键词：
interior-point methods; quadratic programming; steplength; efficient set;
D O I：
10.1016/S0167-6377(99)00028-0
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
An approach to determine primal and dual stepsizes in the infeasible-interior-point primal-dual method for convex quadratic problems is presented. The approach reduces the primal and dual infeasibilities in each step and allows different stepsizes. The method is derived by investigating the efficient set of a multiobjective optimization problem. Computational results are also given. (C) 1999 Elsevier Science B.V. All rights reserved.
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页码：39 / 45
页数：7
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