On some interior-point algorithms for nonconvex quadratic optimization

被引：0
|
作者：
Paul Tseng
Yinyu Ye
机构：
[1] Department of Mathematics,
[2] University of Washington,undefined
[3] Seattle,undefined
[4] Washington 98195,undefined
[5] USA,undefined
[6] e-mail: tseng@math.washington.edu,undefined
[7] Department of Management Science,undefined
[8] University of Iowa,undefined
[9] Iowa City,undefined
[10] Iowa 52242,undefined
[11] USA,undefined
[12] e-mail: yinyu-ye@uiowa.edu,undefined
来源：
Mathematical Programming | 2002年 / 93卷
关键词：
Local Minimum; Quadratic Optimization; Nonconvex Optimization; Nonconvex Quadratic Optimization;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
 Recently, interior-point algorithms have been applied to nonlinear and nonconvex optimization. Most of these algorithms are either primal-dual path-following or affine-scaling in nature, and some of them are conjectured to converge to a local minimum. We give several examples to show that this may be untrue and we suggest some strategies for overcoming this difficulty.
引用
收藏
页码：217 / 225
页数：8
相关论文
共 50 条
  • [1] On some interior-point algorithms for nonconvex quadratic optimization
    Tseng, P
    Ye, YY
    [J]. MATHEMATICAL PROGRAMMING, 2002, 93 (02) : 217 - 225
  • [2] Steplengths in interior-point algorithms of quadratic programming
    Mészáros, C
    [J]. OPERATIONS RESEARCH LETTERS, 1999, 25 (01) : 39 - 45
  • [3] PRIMAL-DUAL INTERIOR-POINT ALGORITHMS FOR CONVEX QUADRATIC CIRCULAR CONE OPTIMIZATION
    Bai, Yanqin
    Gao, Xuerui
    Wang, Guoqiang
    [J]. NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2015, 5 (02): : 211 - 231
  • [4] Engineering design optimization using interior-point algorithms
    Rao, SS
    Mulkay, EL
    [J]. AIAA JOURNAL, 2000, 38 (11) : 2127 - 2132
  • [5] An Interior-Point Algorithm for Nonconvex Nonlinear Programming
    Robert J. Vanderbei
    David F. Shanno
    [J]. Computational Optimization and Applications, 1999, 13 : 231 - 252
  • [6] The Stability of Interior-point Algorithms
    Fan, Guanghui
    Liu, Aijing
    Cheng, Xuehan
    [J]. PROCEEDINGS OF THE THIRD INTERNATIONAL WORKSHOP ON APPLIED MATRIX THEORY, 2009, : 38 - 40
  • [7] THE TRUST REGION AFFINE INTERIOR-POINT ALGORITHM FOR CONVEX AND NONCONVEX QUADRATIC-PROGRAMMING
    BONNANS, JF
    BOUHTOU, M
    [J]. RAIRO-RECHERCHE OPERATIONNELLE-OPERATIONS RESEARCH, 1995, 29 (02): : 195 - 217
  • [8] An interior-point algorithm for nonconvex nonlinear programming
    Vanderbei, RJ
    Shanno, DF
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 1999, 13 (1-3) : 231 - 252
  • [9] An Interior-Point Algorithm for Nonconvex Nonlinear Programming
    [J]. Comput Optim Appl, 1-3 (231-252):
  • [10] A Wide Neighborhood Interior-Point Algorithm for Convex Quadratic Semidefinite Optimization
    Pirhaji, Mohammad
    Zangiabadi, Maryam
    Mansouri, Hossien
    Nakhaei, Ali
    Shojaeifard, Ali
    [J]. JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2020, 8 (01) : 145 - 164
12345