Convergence Analysis of an Inexact Potential Reduction Method for Convex Quadratic Programming

S. Cafieri (), M. D’Apuzzo, V. Simone, D. Serafino and G. Toraldo
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S. Cafieri: 2nd University of Naples
M. D’Apuzzo: 2nd University of Naples
V. Simone: 2nd University of Naples
D. Serafino: 2nd University of Naples
G. Toraldo: University of Naples Federico II

Journal of Optimization Theory and Applications, 2007, vol. 135, issue 3, No 4, 355-366

Abstract: 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.

Keywords: Quadratic programming; Potential reduction methods; Inexact search directions; Global convergence (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10957-007-9264-3

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