inexact search directions

An Iterative Solver-Based Long-Step Infeasible Primal-Dual Path-Following Algorithm for Convex QP Based on a Class of Preconditioners

  • Zhaosong Lu
  • Renato D.C. Monteiro
  • Jerome W. O'Neal
    • Categories Linear, Cone and Semidefinite Programming Tags , , , , , ,

    In this paper we present a long-step infeasible primal-dual path-following algorithm for convex quadratic programming (CQP) whose search directions are computed by means of a preconditioned iterative linear solver. In contrast to the authors’ previous paper \cite{ONE04}, we propose a new linear system, which we refer to as the \emph{hybrid augmented normal equation} (HANE), to … Read more

    An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex QP

  • Zhaosong Lu
  • Renato D.C. Monteiro
  • Jerome W. O'Neal
    • Categories Linear, Cone and Semidefinite Programming, Quadratic Programming Tags , , ,

    In this paper we develop an interior-point primal-dual long-step path-following algorithm for convex quadratic programming (CQP) whose search directions are computed by means of an iterative (linear system) solver. We propose a new linear system, which we refer to as the \emph{augmented normal equation} (ANE), to determine the primal-dual search directions. Since the condition number … Read more