indefinite quadratic programming

Newton-KKT Interior-Point Methods for Indefinite Quadratic Programming

  • Pierre-Antoine Absil
  • André L. Tits
    • Categories Constrained Nonlinear Optimization, Quadratic Programming Tags , , ,

    Two interior-point algorithms are proposed and analyzed, for the (local) solution of (possibly) indefinite quadratic programming problems. They are of the Newton-KKT variety in that (much like in the case of primal-dual algorithms for linear programming) search directions for the `primal´ variables and the Karush-Kuhn-Tucker (KKT) multiplier estimates are components of the Newton (or quasi-Newton) … Read more