Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems

被引:25
作者
Nemirovskii, A
Scheinberg, K
机构
[1] COLUMBIA UNIV,DEPT IND ENGN & OPERAT RES,NEW YORK,NY 10027
[2] TECHNION ISRAEL INST TECHNOL,FAC IND ENGN & MANAGEMENT,IL-32000 HAIFA,ISRAEL
关键词
convex quadratically constrained quadratic problem; Karmarkar's algorithm; potential function; projective transformation; conic form; interior point method;
D O I
10.1007/BF02592093
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Convex quadratically constrained quadratic problems are considered. It is shown that such problems can be transformed to a conic form. The feasible set of the conic form is the intersection of a direct product of standard quadratic cones intersected with a hyperplane (the analogue of a simplex), and a linear subspace. For a problem of such form, the analogue of Karmarkar's projective transformation and logarithmic barrier function are built. This allows us to extend ''word by word'' the method of Karmarkar for LP to QCQP and allows us to obtain a similar polynomial worst-case bound for the number of iterations.
引用
收藏
页码:273 / 289
页数:17
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