Direct ellipsoid method for convex quadratic program

Direct ellipsoid method for convex quadratic program

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Article ID: iaor19981968
Country: China
Volume: 16
Issue: 1
Start Page Number: 1
End Page Number: 10
Publication Date: Jan 1996
Journal: Journal of Systems Science and Applied Sciences
Authors: ,
Keywords: interior point methods
Abstract:

This paper shows how to apply the ellipsoid method directly to the convex quadratic programming and proves that the direct ellipsoid method can be terminated at an approximate optimal point in at most O(n2L) iterations with a total of O(n4L) arithmetic operations.

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