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.
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页码：79 / 95
页数：17
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