TY - JOUR
T1 - An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints
AU - Lu, Ye
AU - Yuan, Ya-Xiang
PY - 2008/4
Y1 - 2008/4
N2 - An interior-point trust-region algorithm is proposed for minimization of a convex quadratic objective function over a general convex set. The algorithm uses a trust-region model to ensure descent on a suitable merit function. The complexity of our algorithm is proved to be as good as the interior-point polynomial algorithm.
AB - An interior-point trust-region algorithm is proposed for minimization of a convex quadratic objective function over a general convex set. The algorithm uses a trust-region model to ensure descent on a suitable merit function. The complexity of our algorithm is proved to be as good as the interior-point polynomial algorithm.
KW - Interior-point algorithm
KW - Self-concordant barrier
KW - Trust-region subproblem
UR - http://www.scopus.com/inward/record.url?scp=40249101583&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-40249101583&origin=recordpage
U2 - 10.1080/10556780701645057
DO - 10.1080/10556780701645057
M3 - RGC 21 - Publication in refereed journal
SN - 1055-6788
VL - 23
SP - 251
EP - 258
JO - Optimization Methods and Software
JF - Optimization Methods and Software
IS - 2
ER -