An exterior point polynomial-time algorithm for convex quadratic programming
Da Tian ()
Computational Optimization and Applications, 2015, vol. 61, issue 1, 78 pages
Abstract:
In this paper an exterior point polynomial time algorithm for convex quadratic programming problems is proposed. We convert a convex quadratic program into an unconstrained convex program problem with a self-concordant objective function. We show that, only with duality, the Path-following method is valid. The computational complexity analysis of the algorithm is given. Copyright Springer Science+Business Media New York 2015
Keywords: Self-concordant function; Polynomial-time algorithm; Exterior point; Path-following; Convex quadratic programming; Regularization (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10589-014-9710-8
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