We analyze the convergence of an infeasible inexact potential reduction method for quadratic programming problems. We show that the convergence of this method is achieved if the residual of the KKT system satisfies a bound related to the duality gap. This result suggests stopping criteria for inner iterations that can be used to adapt the accuracy of the computed direction to the quality of the potential reduction iterate in order to achieve computational efficiency.
Convergence Analysis of an Inexact Potential Reduction Method for Convex Quadratic Programming / Cafieri, S.; D'Apuzzo, M.; DE SIMONE, V.; DI SERAFINO, D.; Toraldo, G.. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - STAMPA. - 135:3(2007), pp. 355-366. [10.1007/s10957-007-9264-3]
Convergence Analysis of an Inexact Potential Reduction Method for Convex Quadratic Programming
D. DI SERAFINO;
2007
Abstract
We analyze the convergence of an infeasible inexact potential reduction method for quadratic programming problems. We show that the convergence of this method is achieved if the residual of the KKT system satisfies a bound related to the duality gap. This result suggests stopping criteria for inner iterations that can be used to adapt the accuracy of the computed direction to the quality of the potential reduction iterate in order to achieve computational efficiency.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
