| Article ID: | iaor20001182 |
| 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 to 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.