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) |
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Pages (from-to) | 81-89 |
Number of pages | 9 |
Journal | Mathematical Programming |
Volume | 50 |
Issue number | 1-3 |
DOIs | |
State | Published - Mar 1991 |
Keywords
- Analytic center
- convex quadratic programming
- interior point methods
- quadratic constraints
ASJC Scopus subject areas
- Software
- General Mathematics