An exterior point polynomial-time algorithm for convex quadratic programming

被引：6
|
作者：
Tian, Da Gang [1 ]
机构：
[1] Shanghai Univ Sci & Technol, Sch Business, Shanghai, Peoples R China
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2015年 / 61卷 / 01期
关键词：
Self-concordant function; Polynomial-time algorithm; Exterior point; Path-following; Convex quadratic programming; Regularization; NONLINEAR RESCALING METHOD; PATH-FOLLOWING ALGORITHM; COMPLEMENTARITY-PROBLEMS; SMOOTHING TECHNIQUE; NEWTON METHOD; LARGE-SCALE; CONVERGENCE; REDUCTION;
D O I：
10.1007/s10589-014-9710-8
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：
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.
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页码：51 / 78
页数：28
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