Convergence Analysis of an Inexact Potential Reduction Method for Convex Quadratic Programming
We analyze the convergence of an infeasible inexact potential reduction method for quadratic programming problems. We show that the convergence of this method is achieved if the residual of the KKT system satisfies a bound related to the duality gap. This result suggests stopping criteria for inner...
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| Veröffentlicht in: | Journal of optimization theory and applications 2007-12, Vol.135 (3), p.355-366 |
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| container_end_page | 366 |
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| container_issue | 3 |
| container_start_page | 355 |
| container_title | Journal of optimization theory and applications |
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| creator | CAFIERI, S D'APUZZO, M DE SIMONE, V DI SERAFINO, D TORALDO, G |
| description | We analyze the convergence of an infeasible inexact potential reduction method for quadratic programming problems. We show that the convergence of this method is achieved if the residual of the KKT system satisfies a bound related to the duality gap. This result suggests stopping criteria for inner iterations that can be used to adapt the accuracy of the computed direction to the quality of the potential reduction iterate in order to achieve computational efficiency. |
| doi_str_mv | 10.1007/s10957-007-9264-3 |
| format | Article |
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| source | Springer Nature - Complete Springer Journals |
| subjects | Algorithms Applied sciences Computation Computational efficiency Convergence Criteria Exact sciences and technology Iterative methods Mathematical programming Methods Operational research and scientific management Operational research. Management science Optimization Quadratic programming Reduction Studies |
| title | Convergence Analysis of an Inexact Potential Reduction Method for Convex Quadratic Programming |
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