On the complexity of approximating a Karush–Kuhn–Tucker point of quadratic programming

On the complexity of approximating a Karush–Kuhn–Tucker point of quadratic programming

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Article ID: iaor19991490
Country: Netherlands
Volume: 80
Issue: 2
Start Page Number: 195
End Page Number: 211
Publication Date: Jan 1998
Journal: Mathematical Programming
Authors:
Keywords: programming: convex
Abstract:

We present a potential reduction algorithm to approximate a Karush–Kuhn–Tucker (KKT) point of general quadratic programming. We show that the algorithm is a fully polynomial-time approximation scheme, and its running-time dependency on accuracy ε ∈ (0, 1) is O((1/ε) log(1/ε) log(log(1/ε))), compared to the previously best-known result O((1/ε)2). Furthermore, the limit of the KKT point satisifies the second-order necessary optimality condition of being a local minimizer.

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