Article ID: | iaor20111373 |
Volume: | 30 |
Issue: | 2 |
Start Page Number: | 285 |
End Page Number: | 300 |
Publication Date: | Nov 2004 |
Journal: | Journal of Global Optimization |
Authors: | Tseng Paul |
We study convergence properties of Dikin's affine scaling algorithm applied to nonconvex quadratic minimization. First, we show that the objective function value either diverges or converges Q‐linearly to a limit. Using this result, we show that, in the case of box constraints, the iterates converge to a unique point satisfying first‐order and weak second‐order optimality conditions, assuming the objective function Hessian