A New Penalty Function Algorithm For Convex Quadratic Programming
In this paper, we develop an exterior point algorithm for convex quadratic programming using a penalty function approach. Each iteration in the algorithm consists of a single Newton step followed by a reduction in the value of the penalty parameter. The points generated by the algorithm follow an ex...
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| Format: | article |
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2020
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| Online Access: | https://eprints.kfupm.edu.sa/id/eprint/2446/1/a_new_penalty_function_algorithm_for_con_bendaya_isi_a1997yb87300014.pdf |
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