Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems |
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Authors: | Tsuchiya Takashi |
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Institution: | (1) The Institute of Statistical Mathematics, 4-6-7 Minami-Azabu, Minato-ku, 106 Tokyo, Japan |
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Abstract: | In this paper we deal with global convergence of the affine scaling algorithm for strictly convex QP problems satisfying a dual nondegeneracy condition. By means of the local Karmarkar potential function which was successfully applied to demonstrate global convergence of the affine scaling algorithm for LP, we show global convergence of the algorithm when the step-size 1/8 is adopted without requiring any primal nondegeneracy condition.This paper was presented at the 14th International Symposium on Mathematical Programming, held August 5–9, 1991, in Amsterdam, The Netherlands. |
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