Article ID: | iaor20072600 |
Country: | Netherlands |
Volume: | 36 |
Issue: | 1 |
Start Page Number: | 5 |
End Page Number: | 41 |
Publication Date: | Jan 2007 |
Journal: | Computational Optimization and Applications |
Authors: | Tits Andr L., Absil P.-A. |
Keywords: | duality |
Two interior-point algorithms are proposed and analyzed, for the (local) solution of (possibly) indefinite quadratic programming problems. They are of the Newton–KKT variety in that (much like in the case of primal–dual algorithms for linear programming) search directions for the ‘primal’ variables and the Karush–Kuhn–Tucker (KKT) multiplier estimates are components of the Newton (or quasi-Newton) direction for the solution of the equalities in the first-order KKT conditions of optimality or a perturbed version of these conditions. Our algorithms are adapted from previously proposed algorithms for convex quadratic programming and general nonlinear programming. First, inspired by recent work by P. Tseng based on a ‘primal’ affine-scaling algorithm (