Interior path following primal-dual algorithms, part II: Convex quadratic programming

Interior path following primal-dual algorithms, part II: Convex quadratic programming

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Article ID: iaor19881251
Country: Netherlands
Volume: 44
Issue: 1
Start Page Number: 43
End Page Number: 66
Publication Date: May 1989
Journal: Mathematical Programming (Series A)
Authors: ,
Abstract:

The authors describe a primal-dual interior point algorithm for convex quadratic programming problems which requires a total of O(√nL) number of iterations, where L is the input size. each iteration updates a penalty parameter and finds an approximate Newton direction associated with the Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithmic barrier function problem. The algorithm is based on the path following idea. The total number of arithmetic operations is shown to be of the order of O(n3L). [The abstract of Part I is classified under Linear Programming.]

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