An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints
文献类型：期刊论文
| 作者 | Lu, Ye1; Yuan, Ya-Xiang2
|
| 刊名 | OPTIMIZATION METHODS & SOFTWARE
 |
| 出版日期 | 2008 |
| 卷号 | 23期号:2页码:251-258 |
| 关键词 | interior-point algorithm self-concordant barrier trust-region subproblem |
| ISSN号 | 1055-6788 |
| DOI | 10.1080/10556780701645057 |
| 英文摘要 | An interior-point trust-region algorithm is proposed for minimization of a convex quadratic objective function over a general convex set. The algorithm uses a trust-region model to ensure descent on a suitable merit function. The complexity of our algorithm is proved to be as good as the interior-point polynomial algorithm. |
| WOS研究方向 | Computer Science ; Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000253659400007 |
| 出版者 | TAYLOR & FRANCIS LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/6021]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Lu, Ye |
| 作者单位 | 1.MIT, Ctr Operat Res, Cambridge, MA 02139 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Math, LSEC,ICMSEC, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Lu, Ye,Yuan, Ya-Xiang. An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints[J]. OPTIMIZATION METHODS & SOFTWARE,2008,23(2):251-258. |
| APA | Lu, Ye,&Yuan, Ya-Xiang.(2008).An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints.OPTIMIZATION METHODS & SOFTWARE,23(2),251-258. |
| MLA | Lu, Ye,et al."An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints".OPTIMIZATION METHODS & SOFTWARE 23.2(2008):251-258. |
入库方式： OAI收割
来源：数学与系统科学研究院
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