An O(n3L) primal interior point algorithm for convex quadratic programming

An O(n3L) primal interior point algorithm for convex quadratic programming

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Article ID: iaor19921191
Country: Netherlands
Volume: 49
Issue: 3
Start Page Number: 325
End Page Number: 340
Publication Date: Jan 1991
Journal: Mathematical Programming
Authors: ,
Abstract:

The paper presents a primal interior point method for convex quadratic programming which is based upon a logarithmic barrier function approach. This approach generates a sequence of problems, each of which is approximately solved by taking a single Newton step. It is shown that the method requires equ1 iterations and equ2arithmetic operations. By using modified Newton steps the number of arithmetic operations required by the algorithm can be reduced to equ3.

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