Log-domain interior-point methods for convex quadratic programming
Optimization and Control
2022-12-06 v1
Abstract
Applying an interior-point method to the central-path conditions is a widely used approach for solving quadratic programs. Reformulating these conditions in the log-domain is a natural variation on this approach that to our knowledge is previously unstudied. In this paper, we analyze log-domain interior-point methods and prove their polynomial-time convergence. We also prove that they are approximated by classical barrier methods in a precise sense and provide simple computational experiments illustrating their superior performance.
Cite
@article{arxiv.2212.02294,
title = {Log-domain interior-point methods for convex quadratic programming},
author = {Frank Permenter},
journal= {arXiv preprint arXiv:2212.02294},
year = {2022}
}