| Article ID: | iaor20022553 |
| Country: | Netherlands |
| Volume: | 25 |
| Issue: | 1 |
| Start Page Number: | 39 |
| End Page Number: | 45 |
| Publication Date: | Aug 1999 |
| Journal: | Operations Research Letters |
| Authors: | Mszros Csaba |
| Keywords: | interior point methods |
An approach to determine primal and dual stepsizes in the infeasible-interior-point primal–dual method for convex quadratic problems is presented. The approach reduces the primal and dual infeasibilities in each step and allows different stepsizes. The method is derived by investigating the efficient set of a multiobjective optimization problem. Computational results are also given.