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Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems. (English) Zbl 0793.90055
Summary: We deal with global convergence of the affine scaling algorithm for strictly convex QP problems satisfying a dual nondegeneracy condition. By means of the local Karmarkar potential function which was successfully applied to demonstrate global convergence of the affine scaling algorithm for LP, we show global convergence of the algorithm when the step-size 1/8 is adopted without requiring any primal nondegeneracy condition.

MSC:
90C25 Convex programming
90C20 Quadratic programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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