Interior-point algorithm for quadratically constrained entropy minimization problems |
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Authors: | J. Ji F. A. Potra |
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Affiliation: | (1) Department of Mathematics, University of Iowa, Iowa City, Iowa |
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Abstract: | In this paper, we develop an interior point algorithm for quadratically constrained entropy problems. The algorithm uses a variation of Newton's method to follow a central path trajectory in the interior of the feasible set. The primal-dual gap is made less than a given in at most steps, wheren is the dimension of the problem andm is the number of quadratic inequality constraints. |
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Keywords: | Entropy minimization quadratic constraints analytic center global linear convergence |
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