An interior-exterior approach for convex quadratic programming

DOI10.1016/J.APNUM.2011.03.004MaRDI QIDQ436003zbMATH OpenOpenAlexFDO

Authors Khalid El Yassini, Safae El Haj Ben Ali

Publication date 13 July 2012

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2011.03.004

zbMATH Keywords

convex quadratic programminginterior-exterior approachnumerical resultpolynomial time algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Interior-point methods (90C51)

Review text

The authors consider the following convex quadratic programming problem NEWLINE\[NEWLINE\min\Biggl\{c^tx+{1\over 2} x^tQx: Ax= b,\,x\geq 0\Biggr\}NEWLINE\]NEWLINE and develop a polynomial time algorithm based on the use of mixed penalties methods. -- Some numerical results are given.

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Cites work

• A new polynomial time method for a linear complementarity problem
• A new polynomial-time algorithm for linear programming
• An extension of Karmarkar's projective algorithm for convex quadratic programming
• Condition measures and properties of the central trajectory of a linear program
• scientific article; zbMATH DE number 3677572 (Why is no real title available?)
• scientific article; zbMATH DE number 1017028 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• Interior path following primal-dual algorithms. II: Convex quadratic programming
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• An exterior Newton method for strictly convex quadratic programming
• An exterior point polynomial-time algorithm for convex quadratic programming
• Exterior point algorithms for nearest points and convex quadratic programs

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