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: | Ye Yinyu |
Keywords: | programming: convex |
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.