[期刊论文]


A wide neighborhood arc-search interior-point algorithm for convex quadratic programming

作   者:
Beibei Yuan;Mingwang Zhang;Zhengwei Huang;

出版年:2017

页     码:465 - 471
出版社:Springer Nature


摘   要:

In this paper, we propose an arc-search interior-point algorithm for convex quadratic programming with a wide neighborhood of the central path, which searches the optimizers along the ellipses that approximate the entire central path. The favorable polynomial complexity bound of the algorithm is obtained, namely O ( n log(( x 0)T s 0/ε)) which is as good as the linear programming analogue. Finally, the numerical experiments show that the proposed algorithm is efficient.



关键字:

arc-search ; interior-point algorithm ; polynomial complexity ; convex quadratic programming


所属期刊
Wuhan University Journal of Natural Sciences
ISSN: 1007-1202
来自:Springer Nature