An interior point method for quadratically constrained convex quadratic programming is presented that is based on a logarithmic barrier function approach and terminates at a required accuracy of an approximate solutio...
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An interior point method for quadratically constrained convex quadratic programming is presented that is based on a logarithmic barrier function approach and terminates at a required accuracy of an approximate solution in polynomial time. This approach generates a sequence of unconstrained optimization problems, each of which is approximately solved by taking a single step in a Newton direction.
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