Abstract
In the last chapter, we saw that small modifications to the primal–dual interior-point algorithm allow it to be applied to quadratic programming problems as long as the quadratic objective function is convex. In this chapter, we shall go further and allow the objective function to be a general (smooth) convex function. In addition, we shall allow the feasible region to be any convex set given by a finite collection of convex inequalities.
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Vanderbei, R.J. (2014). Convex Programming. In: Linear Programming. International Series in Operations Research & Management Science, vol 196. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-7630-6_25
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DOI: https://doi.org/10.1007/978-1-4614-7630-6_25
Publisher Name: Springer, Boston, MA
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Online ISBN: 978-1-4614-7630-6
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