Tits. Newton-KKT interior-point methods for indefinite quadratic programming
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by
Pierre-antoine Absil
,
André L. Tits
| Venue: | Comput. Optim. Appl |
| Citations: | 7 - 1 self |
BibTeX
@ARTICLE{Absil_tits.newton-kkt,
author = {Pierre-antoine Absil and André L. Tits},
title = {Tits. Newton-KKT interior-point methods for indefinite quadratic programming},
journal = {Comput. Optim. Appl},
year = {},
pages = {2007}
}
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Abstract
Two interior-point algorithms are proposed and analyzed, for the (local) solution of (possibly) indefinite quadratic programming problems. They are of the Newton-KKT variety in that (much like in the case of primal-dual algorithms for linear programming) search directions for the “primal ” variables and the Karush-Kuhn-Tucker (KKT) multiplier estimates are components of the Newton (or quasi-Newton)
