An interior point algorithm for convex quadratic programming with strict equilibrium constraints

Issue		RAIRO Oper. Res. Volume 39, Number 1, January-March 2005


Page(s)		13 - 33
DOI		10.1051/ro:2005002

RAIRO Oper. Res. 39 (2005) 13-33
DOI: 10.1051/ro:2005002

An interior point algorithm for convex quadratic programming with strict equilibrium constraints

Rachid Benouahboun and Abdelatif Mansouri

Département de Mathématiques, Faculté des Sciences Semlalia, Marrakech, Maroc; mansouri@ucam.ac.ma

(Received February 27, 2002. Accepted November 19, 2004.)

Abstract
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 $O(\sqrt{n}L)$ 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

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