INTERIOR-POINT ALGORITHM FOR QUADRATICALLY CONSTRAINED ENTROPY MINIMIZATION PROBLEMS

被引：1

作者：

JI, J

POTRA, FA

机构：

[1] Department of Mathematics, University of Iowa, Iowa City, Iowa

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1993年 / 77卷 / 01期

关键词：

ENTROPY MINIMIZATION; QUADRATIC CONSTRAINTS; ANALYTIC CENTER; GLOBAL LINEAR CONVERGENCE;

D O I：

10.1007/BF00940780

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：

In this paper, we develop an interior point algorithm for quadratically constrained entropy problems. The algorithm uses a variation of Newton's method to follow a central path trajectory in the interior of the feasible set. The primal-dual gap is made less than a given epsilon in at most O(\log epsilon\ square-root m + n) steps, where n is the dimension of the problem and m is the number of quadratic inequality constraints.

引用

页码：79 / 95

页数：17

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