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An interior point algorithm for convex quadratic programming withstrict equilibrium constraints
Published online by Cambridge University Press: 15 July 2005
Abstract
We describe an interior point algorithm for convex quadratic problem with a strict complementarity constraints. We show that under some assumptions the approach requires a total of $O(\sqrt{n}L)$ number of iterations, where L is the input size of the problem. The algorithm generates a sequence of problems, each of which is approximately solved by Newton's method.
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- Research Article
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- © EDP Sciences, 2005
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