An exterior point polynomial-time algorithm for convex quadratic programming

<Para ID="Par1">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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Year of publication:	2015
Authors:	Tian, Da
Published in:	Computational Optimization and Applications. - Springer. - Vol. 61.2015, 1, p. 51-78
Publisher:	Springer
Subject:	Self-concordant function \| Polynomial-time algorithm \| Exterior point \| Path-following \| Convex quadratic programming \| Regularization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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