A Weighted-Path-Following Interior Point Algorithm for Convez Quadratic Optimization

摘要：

Inspired by Darvays work 2 that developed a weighted-path-following interior point algorithm for solving linear optimization programming, we extend in this paper the algorithm of Darvay to solve convex quadratic optimization problem and show that this algorithm bares local quadratic convergence rate and the favorable polynomial complexity bound.

关键词： convez quadratic optimization weighted-path-following polynomial complezity

作者: Jin Zhengjing Bai Yanqin

作者单位: Science School of Zhejiang Forestry University, Hangzhou, Zhejiang Province, China, 311300

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 635-639

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）