convex optimization

Two properties of condition numbers for convex programs via implicitly defined barrier functions

  • Javier F. Peña
    • Categories Convex Optimization Tags , ,

    We study two issues on condition numbers for convex programs: one has to do with the growth of the condition numbers of the linear equations arising in interior-point algorithms; the other deals with solving conic systems and estimating their distance to infeasibility. These two issues share a common ground: the key tool for their development … Read more

    An infeasible active set method for convex problems with simple bounds

  • Franz Rendl
  • Karl Kunisch
    • Categories Bound-constrained Optimization Tags ,

    A primal-dual active set method for convex quadratic problems with bound constraints is presented. Based on a guess on the active set, a primal-dual pair $(x,s)$ is computed that satisfies the first order optimality condition and the complementarity condition. If $(x,s)$ is not feasible, a new active set is determined, and the process is iterated. … Read more