Abstract

In the last chapter, we saw that small modifications to the primal–dual interior-point algorithm allow it to be applied to quadratic programming problems as long as the quadratic objective function is convex. In this chapter, we shall go further and allow the objective function to be a general (smooth) convex function. In addition, we shall allow the feasible region to be any convex set given by a finite collection of convex inequalities.

Original languageEnglish (US)
Title of host publicationInternational Series in Operations Research and Management Science
PublisherSpringer
Pages433-443
Number of pages11
DOIs
StatePublished - 2020

Publication series

NameInternational Series in Operations Research and Management Science
Volume285
ISSN (Print)0884-8289
ISSN (Electronic)2214-7934

All Science Journal Classification (ASJC) codes

  • Software
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Applied Mathematics

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  • Cite this

    Vanderbei, R. J. (2020). Convex programming. In International Series in Operations Research and Management Science (pp. 433-443). (International Series in Operations Research and Management Science; Vol. 285). Springer. https://doi.org/10.1007/978-3-030-39415-8_25