An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints

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-po...

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Bibliographic Details
Published inOptimization methods & software Vol. 23; no. 2; pp. 251 - 258
Main Authors Lu, Ye, Yuan, Ya-Xiang
Format Journal Article
LanguageEnglish
Published Taylor & Francis 01.04.2008
Subjects
interior-point algorithm
self-concordant barrier
trust-region subproblem
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ISSN1055-6788
1029-4937
DOI10.1080/10556780701645057

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Summary: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.
ISSN:1055-6788
1029-4937
DOI:10.1080/10556780701645057