Article ID: | iaor1993379 |
Country: | Netherlands |
Volume: | 50 |
Issue: | 1 |
Start Page Number: | 81 |
End Page Number: | 89 |
Publication Date: | Mar 1991 |
Journal: | Mathematical Programming (Series A) |
Authors: | Mehrotra Sanjay, Sun Jie |
The authors propose a method for finding analytic center of a convex feasible region whose boundaries are defined by quadratic functions. The algorithm starts from an arbitrary initial point and approaches to the desired center by simultaneously reducing infeasibility or slackness of all constraints. A partial Newton step is taken at each iteration.