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

Research output: Contribution to journal › Article › peer-review

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 1 1991

Keywords

Analytic center
convex quadratic programming
interior point methods
quadratic constraints

ASJC Scopus subject areas

Applied Mathematics
Mathematics(all)
Safety, Risk, Reliability and Quality
Management Science and Operations Research
Software
Computer Graphics and Computer-Aided Design
Computer Science(all)

Access to Document

10.1007/BF01594926

Cite this

@article{1a93917c85704fbeae7a2f0a7ca4f655,

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",

year = "1991",

month = mar,

day = "1",

doi = "10.1007/BF01594926",

language = "English (US)",

volume = "50",

pages = "81--89",

journal = "Mathematical Programming",

issn = "0025-5610",

publisher = "Springer-Verlag GmbH and Co. KG",

number = "1-3",

}

TY - JOUR

T1 - On computing the center of a convex quadratically constrained set

AU - Mehrotra, Sanjay

AU - Sun, Jie

PY - 1991/3/1

Y1 - 1991/3/1

N2 - 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.

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

UR - http://www.scopus.com/inward/record.url?scp=0026123776&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0026123776&partnerID=8YFLogxK

U2 - 10.1007/BF01594926

DO - 10.1007/BF01594926

M3 - Article

AN - SCOPUS:0026123776

SN - 0025-5610

VL - 50

SP - 81

EP - 89

JO - Mathematical Programming

JF - Mathematical Programming

IS - 1-3

ER -

On computing the center of a convex quadratically constrained set

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this