Steplengths in infeasible primal-dual interior point algorithms of convex quadratic programming
File(s)DTR97-7.pdf (194.48 KB)
Technical report
Author(s)
Meszaros, Csaba
Type
Report
Abstract
An approach to determine primal and dual stepsizes in the infeasible-interior-point primal-dual method for convex quadratic problems is presented. The approach reduces the primal and dual infeasibilities in each step and allows different stepsizes. The method is derived by investigating the efficient set of a multiobjective optimization problem. Computational results are also given.
Date Issued
1997-01-01
Citation
Departmental Technical Report: 97/7, 1997, pp.1-13
Publisher
Department of Computing, Imperial College London
Start Page
1
End Page
13
Journal / Book Title
Departmental Technical Report: 97/7
Copyright Statement
© 1997 The Author(s). This report is available open access under a CC-BY-NC-ND (https://creativecommons.org/licenses/by-nc-nd/4.0/)
Publication Status
Published