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  4. On Generalized Primal-Dual Interior-Point Methods with Non-uniform Complementarity Perturbations for Quadratic Programming
 
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On Generalized Primal-Dual Interior-Point Methods with Non-uniform Complementarity Perturbations for Quadratic Programming

Bitlislioglu, Altug  
•
Jones, Colin  
2017

This technical note discusses convergence conditions of a generalized variant of primal-dual interior point methods. The generalization arises due to the permitted case of having a non-uniform complementarity perturbation vector, which is equivalent to having different barrier parameters for each constraint instead of a global barrier parameter. Widely used prediction-correction methods and recently developed coordinated schemes can be considered as specific cases of the non-uniform perturbation framework. For convex quadratic programs, the polynomial complexity result of the standard feasible path following method with uniform perturbation vector is extended to the generalized case by imposing safeguarding conditions that keep the iterates close to the central-path.

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Type
report
Author(s)
Bitlislioglu, Altug  
Jones, Colin  
Date Issued

2017

Total of pages

6

Subjects

convex optimization

•

interior-point methods

•

primal-dual methods

•

quadratic programming

Written at

EPFL

EPFL units
LA3  
Available on Infoscience
September 20, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/140737
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