Bibliographic Details
| Title: |
Convergence Analysis of an Inexact Potential Reduction Method for Convex Quadratic Programming. |
| Authors: |
Cafieri, S.1 sonia.cafieri@unina2.it, D'Apuzzo, M.1, De Simone, V.1, di Serafino, D.1, Toraldo, G.2 |
| Source: |
Journal of Optimization Theory & Applications. Dec2007, Vol. 135 Issue 3, p355-366. 12p. 1 Chart. |
| Subjects: |
Stochastic convergence, Quadratic programming, Duality theory (Mathematics), Interior-point methods, Mathematical programming, Factorization, Algorithms |
| Abstract: |
We analyze the convergence of an infeasible inexact potential reduction method for quadratic programming problems. We show that the convergence of this method is achieved if the residual of the KKT system satisfies a bound related to the duality gap. This result suggests stopping criteria for inner iterations that can be used to adapt the accuracy of the computed direction to the quality of the potential reduction iterate in order to achieve computational efficiency. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |
