Article ID: | iaor19981967 |
Country: | China |
Volume: | 19 |
Issue: | 1 |
Start Page Number: | 46 |
End Page Number: | 50 |
Publication Date: | Jan 1996 |
Journal: | Acta Mathematicae Applicatae Sinica |
Authors: | Wu F., Guo T.D. |
Keywords: | interior point methods |
In this paper, a new variant of the interior ellipsoid method for convex quadratic programming is developed. Compared with the algorithm proposed by Ye and Tse, the subproblem of the new algorithm is a linear programming which is easy to solve, although both have the same complexity.