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.
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Communicated by P.M. Pardalos.
This research was partially supported by the Italian MIUR, Project FIRB—Large Scale Nonlinear Optimization # RBNE01WBBB and Project PRIN—Innovative Problems and Methods in Nonlinear Optimization # 2005017083.
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Cafieri, S., D’Apuzzo, M., De Simone, V. et al. Convergence Analysis of an Inexact Potential Reduction Method for Convex Quadratic Programming. J Optim Theory Appl 135, 355–366 (2007). https://doi.org/10.1007/s10957-007-9264-3
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DOI: https://doi.org/10.1007/s10957-007-9264-3