Search Results for author: Werner Schachinger

Found 1 papers, 0 papers with code

Hessian barrier algorithms for linearly constrained optimization problems

no code implementations25 Sep 2018 Immanuel M. Bomze, Panayotis Mertikopoulos, Werner Schachinger, Mathias Staudigl

In the case of linearly constrained quadratic programs (not necessarily convex), we also show that the method's convergence rate is $\mathcal{O}(1/k^\rho)$ for some $\rho\in(0, 1]$ that depends only on the choice of kernel function (i. e., not on the problem's primitives).

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