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Log-domain interior-point methods for convex quadratic programming

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Abstract

Applying an interior-point method to the central-path conditions is a widely used approach for solving quadratic programs. Reformulating these conditions in the log-domain is a natural variation on this approach that to our knowledge is previously unstudied. In this paper, we analyze log-domain interior-point methods and prove their polynomial-time convergence. We also prove that they are approximated by classical barrier methods in a precise sense and provide simple computational experiments illustrating their superior performance.

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  1. Toyota Research Institute, Cambridge, MA, USA

    Frank Permenter

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  1. Frank Permenter
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Correspondence to Frank Permenter.

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Permenter, F. Log-domain interior-point methods for convex quadratic programming. Optim Lett 17, 1613–1631 (2023). https://doi.org/10.1007/s11590-022-01952-z

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