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

共 50 条

[41] An exterior point polynomial-time algorithm for convex quadratic programming
Da Gang Tian
[J]. Computational Optimization and Applications, 2015, 61 : 51 - 78
[42] INTERIOR-POINT APPROACH TO LINEAR, QUADRATIC, AND CONVEX-PROGRAMMING - DENHERTOG,D
PUNNEN, AP
[J]. INTERFACES, 1995, 25 (04) : 132 - 133
[43] An exterior point polynomial-time algorithm for convex quadratic programming
Tian, Da Gang
[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2015, 61 (01) : 51 - 78
[44] A Wide Neighborhood Interior-Point Algorithm for Convex Quadratic Semidefinite Optimization
Pirhaji, Mohammad
Zangiabadi, Maryam
Mansouri, Hossien
Nakhaei, Ali
Shojaeifard, Ali
[J]. JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2020, 8 (01) : 145 - 164
[45] A Weighted-Path-Following Interior Point Algorithm for Convex Quadratic Optimization
Jin Zhengjing
Bai Yanqin
[J]. PROCEEDINGS OF THE THIRD INTERNATIONAL WORKSHOP ON MATRIX ANALYSIS AND APPPLICATIONS, VOL 1, 2009, : 350 - 354
[46] A Wide Neighborhood Interior-Point Algorithm for Convex Quadratic Semidefinite Optimization
Mohammad Pirhaji
Maryam Zangiabadi
Hossien Mansouri
Ali Nakhaei
Ali Shojaeifard
[J]. Journal of the Operations Research Society of China, 2020, 8 : 145 - 164
[47] A Non-Interior Path Following Method for Convex Quadratic Programming Problems with Bound Constraints
Song Xu
[J]. Computational Optimization and Applications, 2004, 27 : 285 - 303
[48] A non-interior path following method for convex quadratic programming problems with bound constraints
Xu, S
[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2004, 27 (03) : 285 - 303
[49] An interior-exterior approach for convex quadratic programming
El Yassini, Khalid
Ben Ali, Safae El Haj
[J]. APPLIED NUMERICAL MATHEMATICS, 2012, 62 (09) : 1139 - 1155
[50] Conic approximation to nonconvex quadratic programming with convex quadratic constraints
Deng, Zhibin
Fang, Shu-Cherng
Jin, Qingwei
Lu, Cheng
[J]. JOURNAL OF GLOBAL OPTIMIZATION, 2015, 61 (03) : 459 - 478

← 1 2 3 4 5 →