An interior point algorithm for convex quadratic programming with strict equilibrium constraints
نویسندگان
چکیده
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( √ 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.
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عنوان ژورنال:
- RAIRO - Operations Research
دوره 39 شماره
صفحات -
تاریخ انتشار 2005