| Article ID: | iaor20042866 |
| Country: | Netherlands |
| Volume: | 27 |
| Issue: | 3 |
| Start Page Number: | 285 |
| End Page Number: | 303 |
| Publication Date: | Mar 2004 |
| Journal: | Computational Optimization and Applications |
| Authors: | Xu Song |
We propose a non-interior path following algorithm for convex quadratic programming problems with bound constraints based on Chen–Harker–Kanzow–Smale smoothing technique. Conditions are given under which the algorithm is globally convergent or globally linearly convergent. Preliminary numerical experiments indicate that the method is promising.