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An interior point algorithm for convex quadratic programming withstrict equilibrium constraints

Published online by Cambridge University Press:  15 July 2005

Rachid Benouahboun  and
Abdelatif Mansouri
Rachid Benouahboun
Affiliation:
Département de Mathématiques, Faculté des Sciences Semlalia, Marrakech, Maroc; mansouri@ucam.ac.ma
Abdelatif Mansouri
Affiliation:
Département de Mathématiques, Faculté des Sciences Semlalia, Marrakech, Maroc; mansouri@ucam.ac.ma
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Abstract

We describe an interior point algorithm for convex quadratic problem with astrict complementarity constraints. We show that under some assumptions theapproach requires a total of $O(\sqrt{n}L)$ number of iterations, where Lis the input size of the problem. The algorithm generates a sequence of problems, each of which isapproximately solved by Newton's method.

Keywords

Convex quadratic programming with a strict equilibriumconstraintsinterior point algorithmNewton's method.

Information

Type
Research Article
Information
RAIRO - Operations Research , Volume 39 , Issue 1 , January 2005 , pp. 13 - 33
Copyright
© EDP Sciences, 2005

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