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: | Tsuchiya Takashi |
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.