Volume 39, Number 1, January-March 2005
|Page(s)||13 - 33|
|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; email@example.com
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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