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arxiv: 2212.02294 · v1 · pith:TT3ACVNInew · submitted 2022-12-05 · 🧮 math.OC

Log-domain interior-point methods for convex quadratic programming

classification 🧮 math.OC
keywords interior-pointlog-domainmethodsapproachconditionsprovequadraticanalyze
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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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