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- Title
An analytic center quadratic cut method for the convex quadratic feasibility problem.
- Authors
Mokhtarian, Faranak Sharifi; Goffin, Jean-Louis
- Abstract
We consider a quadratic cut method based on analytic centers for two cases of convex quadratic feasibility problems. In the first case, the convex set is defined by a finite yet large number, N, of convex quadratic inequalities. We extend quadratic cut algorithm of Luo and Sun [3] for solving such problems by placing or translating the quadratic cuts directly through the current approximate center. We show that, in terms of total number of addition and translation of cuts, our algorithm has the same polynomial worst case complexity as theirs [3]. However, the total number of steps, where steps consist of (damped) Newton steps, function evaluations and arithmetic operations, required to update from one approximate center to another is
- Subjects
QUADRATIC equations; CONVEX surfaces; INTERIOR-point methods
- Publication
Mathematical Programming, 2002, Vol 93, Issue 2, p305
- ISSN
0025-5610
- Publication type
Article
- DOI
10.1007/s10107-002-0330-1