An Extension of Karmarkar’s Algorithm and the Trust Region Method for Quadratic Programming

Yinyu Ye

Chapter Chapter 3 in Progress in Mathematical Programming, 1989, pp 49-63 from Springer

Abstract: Abstract An extension of Karmarkar’s algorithm and the trust region method is developed for solving quadratic programming problems. This extension is based on the affine scaling technique, followed by optimization over a trust ellipsoidal region. It creates a sequence of interior feasible points that converge to the optimal feasible solution. The initial computational results reported here suggest the potential usefulness of this algorithm in practice.

Keywords: Quadratic Program; Quadratic Program Problem; Trust Region Method; Complementary Slackness; Dual Feasibility (search for similar items in EconPapers)
Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-9617-8_3

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DOI: 10.1007/978-1-4613-9617-8_3

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