Abstract
We propose a non-interior path following algorithm for convex quadratic programming problems with bound constraints based on Chen-Harker-Kanzow-Smale smoothing technique. Conditions are given under which the algorithm is globally convergent or globally linearly convergent. Preliminary numerical experiments indicate that the method is promising.
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Xu, S. A Non-Interior Path Following Method for Convex Quadratic Programming Problems with Bound Constraints. Computational Optimization and Applications 27, 285–303 (2004). https://doi.org/10.1023/B:COAP.0000013060.16224.31
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DOI: https://doi.org/10.1023/B:COAP.0000013060.16224.31