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; 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
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.