Abstract
We propose a method for finding analytic center of a convex feasible region whose boundaries are defined by quadratic functions. The algorithm starts from an arbitrary initial point and approaches to the desired center by simultaneously reducing infeasibility or slackness of all constraints. A partial Newton step is taken at each iteration.
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Research supported in part by the ONR under grant N00014-87-K-0214 and by the NSF under grant CCR-8810107.
Research supported in part by the NSF under grant ECS-8721709.
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Mehrotra, S., Sun, J. On computing the center of a convex quadratically constrained set. Mathematical Programming 50, 81–89 (1991). https://doi.org/10.1007/BF01594926
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DOI: https://doi.org/10.1007/BF01594926