An interior point algorithm for convex quadratic programming with strict equilibrium constraints
Département de Mathématiques, Faculté des Sciences
Semlalia, Marrakech, Maroc; firstname.lastname@example.org
Accepted: 19 November 2004
We describe an interior point algorithm for convex quadratic problem with a strict complementarity constraints. We show that under some assumptions the approach requires a total of number of iterations, where L is the input size of the problem. The algorithm generates a sequence of problems, each of which is approximately solved by Newton's method.
Key words: Convex quadratic programming with a strict equilibrium constraints / interior point algorithm / Newton's method.
© EDP Sciences, 2005