Article ID: | iaor19921191 |
Country: | Netherlands |
Volume: | 49 |
Issue: | 3 |
Start Page Number: | 325 |
End Page Number: | 340 |
Publication Date: | Jan 1991 |
Journal: | Mathematical Programming |
Authors: | Goldfarb D., Liu S. |
The paper presents a primal interior point method for convex quadratic programming which is based upon a logarithmic barrier function approach. This approach generates a sequence of problems, each of which is approximately solved by taking a single Newton step. It is shown that the method requires