A Predictor-corrector algorithm with multiple corrections for convex quadratic programming

被引：1

作者：

Liu, Zhongyi ^{[1
]}

Chen, Yue ^{[2
]}

Sun, Wenyu ^{[3
]}

Wei, Zhihui ^{[4
]}

机构：

[1] Hohai Univ, Coll Sci, Nanjing 210098, Jiangsu, Peoples R China

[2] Nanjing Univ Aeronaut & Astronaut, Jincheng Coll, Nanjing 211156, Jiangsu, Peoples R China

[3] Nanjing Normal Univ, Sch Math Sci, Nanjing 210097, Jiangsu, Peoples R China

[4] Nanjing Univ Sci & Technol, Sch Comp Sci & Technol, Nanjing 210094, Jiangsu, Peoples R China

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2012年 / 52卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Convex quadratic programming; Primal-dual interior-point method; Predictor-corrector; Polynomial complexity; INTERIOR-POINT ALGORITHM; LINEAR OPTIMIZATION; SOLVER; STEP;

D O I：

10.1007/s10589-011-9421-3

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：

Recently an infeasible interior-point algorithm for linear programming (LP) was presented by Liu and Sun. By using similar predictor steps, we give a (feasible) predictor-corrector algorithm for convex quadratic programming (QP). We introduce a (scaled) proximity measure and a dynamical forcing factor (centering parameter). The latter is used to force the duality gap to decrease. The algorithm can decrease the duality gap monotonically. Polynomial complexity can be proved and the result coincides with the best one for LP, namely, .

引用

页码：373 / 391

页数：19

共 50 条

[1] A Predictor-corrector algorithm with multiple corrections for convex quadratic programming
Zhongyi Liu
Yue Chen
Wenyu Sun
Zhihui Wei
Computational Optimization and Applications, 2012, 52 : 373 - 391
[2] PREDICTOR-CORRECTOR ALGORITHM FOR CONVEX QUADRATIC PROGRAMMING WITH UPPER BOUNDS
Guo Tian-de (Mathematics Department of Teacher’s College
JournalofComputationalMathematics, 1995, (02) : 161 - 171
[3] A PREDICTOR-CORRECTOR INTERIOR-POINT ALGORITHM FOR CONVEX QUADRATIC PROGRAMMING
梁昔明
钱积新
Numerical Mathematics A Journal of Chinese Universities(English Series), 2002, (01) : 52 - 62
[4] A polynomial predictor-corrector interior-point algorithm for convex quadratic programming
Yu, Q
Huang, CC
Jiang, Y
ACTA MATHEMATICA SCIENTIA, 2006, 26 (02) : 265 - 270
[5] PREDICTOR-CORRECTOR ALGORITHM FOR CONVEX QUADRATIC-PROGRAMMING WITH UPPER-BOUNDS
GUO, TD
WU, SQ
JOURNAL OF COMPUTATIONAL MATHEMATICS, 1995, 13 (02) : 161 - 171
[6] A POLYNOMIAL PREDICTOR-CORRECTOR INTERIOR-POINT ALGORITHM FOR CONVEX QUADRATIC PROGRAMMING
余谦
黄崇超
江燕
ActaMathematicaScientia, 2006, (02) : 265 - 270
[7] A polynomial predictor-corrector interior-point algorithm for convex quadratic programming with box constraints on variables
Liu, Chunling
Bai, Qinxi
Wang, Maobo
INFORMATION, MANAGEMENT AND ALGORITHMS, VOL II, 2007, : 208 - 213
[8] Predictor-corrector interior-point algorithm for linearly constrained convex programming
Xi-ming Liang
Journal of Central South University of Technology, 2001, 8 : 208 - 212
[9] Predictor-corrector interior-point algorithm for linearly constrained convex programming
Liang, XM
JOURNAL OF CENTRAL SOUTH UNIVERSITY OF TECHNOLOGY, 2001, 8 (03): : 208 - 212
[10] A predictor-corrector method for extended linear-quadratic programming
Sun, J
Zhu, JS
COMPUTERS & OPERATIONS RESEARCH, 1996, 23 (08) : 755 - 767

← 1 2 3 4 5 →