An interior point algorithm for convex quadratic programming with strict equilibrium constraints

被引：0

作者：

Benouahboun, R ^{[1
]}

Mansouri, A ^{[1
]}

机构：

[1] Fac Sci Semlalia, Dept Math, Marrakech, Morocco

来源：

RAIRO-OPERATIONS RESEARCH | 2005年 / 39卷 / 01期

关键词：

convex quadratic programming with a strict equilibrium; constraints; interior point algorithm; Newton's method;

D O I：

10.1051/ro:2005002

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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(root nL) 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.

引用

页码：13 / 33

页数：21

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