Log-domain interior-point methods for convex quadratic programming

Frank Permenter

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arXiv · 2212.02294

Log-domain interior-point methods for convex quadratic programming

Frank Permenter

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Abstract

Applying an interior-point method to the central-path conditions is a widely used approach for solving quadratic programs. Reformulating these conditions in the log-domain is a natural variation on this approach that to our knowledge is previously unstudied. In this paper, we analyze log-domain interior-point methods and prove their polynomial-time convergence. We also prove that they are approximated by classical barrier methods in a precise sense and provide simple computational experiments illustrating their superior performance.

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BibTeX RIS

Frank Permenter. 2022-12-05. Log-domain interior-point methods for convex quadratic programming. https://arxiv.org/abs/2212.02294

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