An interior Newton method for quadratic programming | Zendy

Thomas F. Coleman | Zendy; Jian-Guo Liu | Zendy

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An interior Newton method for quadratic programming

Author(s) -

Thomas F. Coleman,

Jian-Guo Liu

Publication year - 1999

Publication title -

mathematical programming

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.358

H-Index - 131

eISSN - 1436-4646

pISSN - 0025-5610

DOI - 10.1007/s101070050069

Subject(s) - interior point method , mathematics , convergence (economics) , quadratic programming , quadratic equation , mathematical optimization , rate of convergence , limit point , sequence (biology) , limit (mathematics) , numerical analysis , newton's method , point (geometry) , local convergence , sequential quadratic programming , iterative method , computer science , mathematical analysis , geometry , computer network , channel (broadcasting) , physics , nonlinear system , quantum mechanics , biology , economics , genetics , economic growth

Quadratic programming represents an extremely important class of optimization problem. In this paper we propose a new (interior) approach for the general quadratic programming problem. We establish that our new method is globally and quadratically convergent published alternative interior approaches do not share such strong convergence properties for the nonconvex case. We also report on the results of preliminary numerical experiments: the results indicate that the proposed method has considerable prcatival potential.

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