Article ID Journal Published Year Pages File Type
1710483 Applied Mathematics Letters 2007 8 Pages PDF
Abstract

We present a new strategy for choosing primal and dual steplengths in a primal–dual interior-point algorithm for convex quadratic programming. Current implementations often scale steps equally to avoid increases in dual infeasibility between iterations. We propose that this method can be too conservative, while safeguarding an unequally-scaled steplength approach will often require fewer steps toward a solution. Computational results are given.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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