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Erschienen in:
1989 | OriginalPaper | Buchkapitel
An Extension of Karmarkar’s Algorithm and the Trust Region Method for Quadratic Programming
verfasst von : Yinyu Ye
Erschienen in: Progress in Mathematical Programming
Verlag: Springer New York
Enthalten in: Professional Book Archive
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An extension of Karmarkar’s algorithm and the trust region method is developed for solving quadratic programming problems. This extension is based on the affine scaling technique, followed by optimization over a trust ellipsoidal region. It creates a sequence of interior feasible points that converge to the optimal feasible solution. The initial computational results reported here suggest the potential usefulness of this algorithm in practice.