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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

Suggested Citation

  • 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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    6. Da Tian, 2014. "An entire space polynomial-time algorithm for linear programming," Journal of Global Optimization, Springer, vol. 58(1), pages 109-135, January.
    7. Quoc Tran Dinh & Ion Necoara & Moritz Diehl, 2014. "Path-following gradient-based decomposition algorithms for separable convex optimization," Journal of Global Optimization, Springer, vol. 59(1), pages 59-80, May.
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    10. Jin Jung & Dianne O’Leary & André Tits, 2012. "Adaptive constraint reduction for convex quadratic programming," Computational Optimization and Applications, Springer, vol. 51(1), pages 125-157, January.
    11. Yang, Yaguang, 2011. "A polynomial arc-search interior-point algorithm for convex quadratic programming," European Journal of Operational Research, Elsevier, vol. 215(1), pages 25-38, November.
    12. Ben-Daya, M. & Al-Sultan, K. S., 1997. "A new penalty function algorithm for convex quadratic programming," European Journal of Operational Research, Elsevier, vol. 101(1), pages 155-163, August.
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    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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