Abstract
An extension of Karmarkar’s algorithm and the trust region method is developed for solving quadratic programming problems. This extension is based on the affine scaling technique, followed by optimization over a trust ellipsoidal region. It creates a sequence of interior feasible points that converge to the optimal feasible solution. The initial computational results reported here suggest the potential usefulness of this algorithm in practice.
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© 1989 Springer-Verlag New York Inc.
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Ye, Y. (1989). An Extension of Karmarkar’s Algorithm and the Trust Region Method for Quadratic Programming. In: Megiddo, N. (eds) Progress in Mathematical Programming. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9617-8_3
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DOI: https://doi.org/10.1007/978-1-4613-9617-8_3
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