On computing the center of a convex quadratically constrained set

Sanjay Mehrotra*, Jie Sun

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)81-89
Number of pages9
JournalMathematical Programming
Volume50
Issue number1-3
DOIs
StatePublished - 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)

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