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An exterior point polynomial-time algorithm for convex quadratic programming

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  • Da Tian

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

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  • Da Tian, 2015. "An exterior point polynomial-time algorithm for convex quadratic programming," Computational Optimization and Applications, Springer, vol. 61(1), pages 51-78, May.
    • Handle: RePEc:spr:coopap:v:61:y:2015:i:1:p:51-78
    DOI: 10.1007/s10589-014-9710-8
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    References listed on IDEAS

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    Cited by:

    1. Assalé Adjé, 2021. "Quadratic Maximization of Reachable Values of Affine Systems with Diagonalizable Matrix," Journal of Optimization Theory and Applications, Springer, vol. 189(1), pages 136-163, April.

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