English

Stable interior-point method for convex quadratic programming with strict error bounds

Optimization and Control 2018-05-14 v2

Abstract

We present a short step interior point method for solving a class of nonlinear programming problems with quadratic objective function. Convex quadratic programming problems can be reformulated as problems in this class. The method is shown to have weak polynomial time complexity. A complete proof of the numerical stability of the method is provided. No requirements on feasibility, row-rank of the constraint Jacobian, strict complementarity, or conditioning of the problem are made. Infeasible problems are solved to an optimal interior least-squares solution.

Keywords

Cite

@article{arxiv.1711.01418,
  title  = {Stable interior-point method for convex quadratic programming with strict error bounds},
  author = {Martin Neuenhofen and Stefania Bellavia},
  journal= {arXiv preprint arXiv:1711.01418},
  year   = {2018}
}

Comments

Draft of paper

R2 v1 2026-06-22T22:35:58.239Z