Title: Solving quadratically constrained convex optimization problems with an interior-point method
Abstract: The paper describes the design of our interior-point implementation to solve large-scale quadratically constrained convex optimization problems. We outline the details of the implemented algorithm, which is based on the primal-dual interior-point method. Our discussion includes topics related to starting point strategies and to the implementation of the numerical algebra employed, with emphasis on sparsity and stability issues. Computational results are given on a demonstrative set of convex quadratically constrained quadratic problems.
Publication Year: 2011
Publication Date: 2011-05-14
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 4
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot