A note on the strong polynomiality of convex quadratic programming

A note on the strong polynomiality of convex quadratic programming

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Article ID: iaor1997716
Country: Netherlands
Volume: 68
Issue: 2
Start Page Number: 131
End Page Number: 139
Publication Date: Feb 1995
Journal: Mathematical Programming (Series A)
Authors: ,
Keywords: computational analysis
Abstract:

The authors prove that a general convex quadratic program (QP) can be reduced to the problem of finding the nearest point on a simplicial cone in O(n3+nlogL) steps, where n and L are, respectively, the dimension and the encoding length of QP. The proof is quite simple and uses duality and repeated perturbation. The implication, however, is nontrivial since the problem of finding the nearest point on a simplicial cone has been considered a simpler problem to solve in the practical sense due to its special structure. Also they show that, theoretically, this reduction implies that (i) if an algorithm solves QP in a polynomial number of elementary arithmetic operations that is independent of the encoding length of data in the objective function then it can be used to solve QP in strongly polynomial time, and (ii) if L is bounded by a ‘first order’ exponential function of n then (i) can be stated even in stronger terms: to solve QP in strongly polynomial time, it suffices to find an algorithm running in polynomial time that is independent of the encoding length of the quadratic term matrix or constraint matrix. Finally, based on these results, we propose a conjecture.

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