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A Full-Newton Step Interior-Point Method for Weighted Quadratic Programming Based on the Algebraic Equivalent Transformation

Author

Listed:
  • Yongsheng Rao

    (Institute of Computing Science and Technology, Guangzhou University, Guangzhou 510006, China)

  • Jianwei Su

    (Institute of Computing Science and Technology, Guangzhou University, Guangzhou 510006, China)

  • Behrouz Kheirfam

    (Department of Mathematics, Azarbaijan Shahid Madani University, Tabriz 5375171379, Iran)

Abstract

In this paper, a new full-Newton step feasible interior-point method for convex quadratic programming is presented and analyzed. The idea behind this method is to replace the complementarity condition with a non-negative weight vector and use the algebraic equivalent transformation for the obtained equation. Under the selection of appropriate parameters, the quadratic rate of convergence of the new algorithm is established. In addition, the iteration complexity of the algorithm is obtained. Finally, some numerical results are presented to demonstrate the practical performance of the proposed algorithm.

Suggested Citation

  • Yongsheng Rao & Jianwei Su & Behrouz Kheirfam, 2024. "A Full-Newton Step Interior-Point Method for Weighted Quadratic Programming Based on the Algebraic Equivalent Transformation," Mathematics, MDPI, vol. 12(7), pages 1-11, April.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:7:p:1104-:d:1371288
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    References listed on IDEAS

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    1. Florian A. Potra, 2016. "Sufficient weighted complementarity problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 467-488, June.
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