Solving quadratically constrained convex optimization problems with an interior point method

Mészáros, Csaba (2009) Solving quadratically constrained convex optimization problems with an interior point method. -. MTA SZTAKI, Budapest.

Full text not available from this repository.

Abstract

The paper describes the design of our interior point implementation to solve large-scale quadratically constrained convex optimization problems. We outline the details of the implemented algorithm, which is based on the primal-dual interior point method. Our discussion includes topics related to starting point strategies and to the implementation of the numerical algebra employed, with emphasis on sparsity and stability issues. Computational results are given on a demonstrative set of convex quadratically constrained quadratic problems.

Item Type: Monograph (-)
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Divisions: Research Laboratory on Engineering & Management Intelligence
Depositing User: Eszter Nagy
Date Deposited: 11 Dec 2012 16:05
Last Modified: 11 Dec 2012 16:05
URI: http://eprints.sztaki.hu/id/eprint/5990

Update Item Update Item