A new primal-dual path-following method for convex quadratic programming
نویسندگان
چکیده
منابع مشابه
A new primal-dual path-following method for convex quadratic programming
In this paper, we describe a new primal-dual path-following method to solve a convex quadratic program (QP). The derived algorithm is based on new techniques for finding a new class of search directions similar to the ones developed in a recent paper by Darvay for linear programs. We prove that the short-update algorithm finds an ε-solution of (QP) in a polynomial time. Mathematical subject cla...
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ژورنال
عنوان ژورنال: Computational & Applied Mathematics
سال: 2006
ISSN: 0101-8205
DOI: 10.1590/s0101-82052006000100005