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