Interior ellipsoid method for convex quadratic programming

Interior ellipsoid method for convex quadratic programming

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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: ,
Keywords: interior point methods
Abstract:

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.

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