On computing the center of a convex quadratically constrained set

Sanjay Mehrotra; Jie Sun

doi:10.1007/BF01594926

On computing the center of a convex quadratically constrained set

Sanjay Mehrotra^*, Jie Sun

^*Corresponding author for this work

Industrial Engineering and Management Sciences

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6 Scopus citations

Abstract

We 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.

Original language	English (US)
Pages (from-to)	81-89
Number of pages	9
Journal	Mathematical Programming
Volume	50
Issue number	1-3
DOIs	https://doi.org/10.1007/BF01594926
State	Published - Mar 1991

Keywords

Analytic center
convex quadratic programming
interior point methods
quadratic constraints

ASJC Scopus subject areas

Software
General Mathematics

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10.1007/BF01594926

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title = "On computing the center of a convex quadratically constrained set",

abstract = "We 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.",

keywords = "Analytic center, convex quadratic programming, interior point methods, quadratic constraints",

author = "Sanjay Mehrotra and Jie Sun",

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AU - Sun, Jie

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AB - We 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.

KW - Analytic center

KW - convex quadratic programming

KW - interior point methods

KW - quadratic constraints

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On computing the center of a convex quadratically constrained set

Abstract

Keywords

ASJC Scopus subject areas

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