An  primal-dual potential reduction algorithm for solving convex quadratic programs

An primal-dual potential reduction algorithm for solving convex quadratic programs

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Article ID: iaor19942478
Country: Netherlands
Volume: 61
Issue: 2
Start Page Number: 161
End Page Number: 170
Publication Date: Sep 1993
Journal: Mathematical Programming (Series A)
Authors: ,
Abstract:

In this paper the authors combine partial updating and an adaptation of Anstreicher's safeguarded linesearch of the primal-dual potential function with Kojima, Mizuno and Yoshise's potential reduction algorithm for the linear complementarity problem to obtain an equ2 algorithm for convex quadratic programming. The present modified algorithm is a long step method that requires at most equ3 steps.

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