Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems

Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems

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Article ID: iaor19941174
Country: Switzerland
Volume: 46/47
Issue: 1/4
Start Page Number: 509
End Page Number: 539
Publication Date: Dec 1993
Journal: Annals of Operations Research
Authors:
Abstract:

This paper deals with global convergence of the affine scaling algorithm for strictly convex QP problems satisfying a dual nondegeneracy condition. By means of the local Karmarkar potential function which was successfully applied to demonstrate global convergence of the affine scaling algorithm for LP, it shows global convergence of the algorithm when the step-size 1/8 is adopted without requiring any primal nondegeneracy condition.

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