| Issue |
RAIRO-Oper. Res.
Volume 39, Number 1, January-March 2005
|
|
|---|---|---|
| Page(s) | 13 - 33 | |
| DOI | https://doi.org/10.1051/ro:2005002 | |
| Published online | 15 July 2005 | |
An interior point algorithm for convex quadratic programming with strict equilibrium constraints
Département de Mathématiques, Faculté des Sciences
Semlalia, Marrakech, Maroc; mansouri@ucam.ac.ma
Received:
27
February
2002
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
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