On some interior-point algorithms for nonconvex quadratic optimization
被引:0
作者:
Paul Tseng
论文数: 0引用数: 0
h-index: 0
机构:Department of Mathematics,
Paul Tseng
Yinyu Ye
论文数: 0引用数: 0
h-index: 0
机构:Department of Mathematics,
Yinyu Ye
机构:
[1] Department of Mathematics,
[2] University of Washington,undefined
[3] Seattle,undefined
[4] Washington 98195,undefined
[5] USA,undefined
[6] e-mail: tseng@math.washington.edu,undefined
[7] Department of Management Science,undefined
[8] University of Iowa,undefined
[9] Iowa City,undefined
[10] Iowa 52242,undefined
[11] USA,undefined
[12] e-mail: yinyu-ye@uiowa.edu,undefined
来源:
Mathematical Programming
|
2002年
/
93卷
关键词:
Local Minimum;
Quadratic Optimization;
Nonconvex Optimization;
Nonconvex Quadratic Optimization;
D O I:
暂无
中图分类号:
学科分类号:
摘要:
Recently, interior-point algorithms have been applied to nonlinear and nonconvex optimization. Most of these algorithms are either primal-dual path-following or affine-scaling in nature, and some of them are conjectured to converge to a local minimum. We give several examples to show that this may be untrue and we suggest some strategies for overcoming this difficulty.
机构:
Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, NT, Hong KongChinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, NT, Hong Kong