A new primal-dual path-following method for convex quadratic programming

Detalhes bibliográficos
Autor(a) principal: Achache,Mohamed
Data de Publicação: 2006
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Computational & Applied Mathematics
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022006000100005
Resumo: In this paper, we describe a new primal-dual path-following method to solve a convex quadratic program (QP). The derived algorithm is based on new techniques for finding a new class of search directions similar to the ones developed in a recent paper by Darvay for linear programs. We prove that the short-update algorithm finds an epsilon-solution of (QP) in a polynomial time.
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spelling A new primal-dual path-following method for convex quadratic programmingconvex quadratic programminginterior point methodsprimal-dual path-following methodsconvergence of algorithmsIn this paper, we describe a new primal-dual path-following method to solve a convex quadratic program (QP). The derived algorithm is based on new techniques for finding a new class of search directions similar to the ones developed in a recent paper by Darvay for linear programs. We prove that the short-update algorithm finds an epsilon-solution of (QP) in a polynomial time.Sociedade Brasileira de Matemática Aplicada e Computacional2006-01-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022006000100005Computational & Applied Mathematics v.25 n.1 2006reponame:Computational & Applied Mathematicsinstname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)instacron:SBMAC10.1590/S0101-82052006000100005info:eu-repo/semantics/openAccessAchache,Mohamedeng2006-09-27T00:00:00Zoai:scielo:S1807-03022006000100005Revistahttps://www.scielo.br/j/cam/ONGhttps://old.scielo.br/oai/scielo-oai.php||sbmac@sbmac.org.br1807-03022238-3603opendoar:2006-09-27T00:00Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)false
dc.title.none.fl_str_mv A new primal-dual path-following method for convex quadratic programming
title A new primal-dual path-following method for convex quadratic programming
spellingShingle A new primal-dual path-following method for convex quadratic programming
Achache,Mohamed
convex quadratic programming
interior point methods
primal-dual path-following methods
convergence of algorithms
title_short A new primal-dual path-following method for convex quadratic programming
title_full A new primal-dual path-following method for convex quadratic programming
title_fullStr A new primal-dual path-following method for convex quadratic programming
title_full_unstemmed A new primal-dual path-following method for convex quadratic programming
title_sort A new primal-dual path-following method for convex quadratic programming
author Achache,Mohamed
author_facet Achache,Mohamed
author_role author
dc.contributor.author.fl_str_mv Achache,Mohamed
dc.subject.por.fl_str_mv convex quadratic programming
interior point methods
primal-dual path-following methods
convergence of algorithms
topic convex quadratic programming
interior point methods
primal-dual path-following methods
convergence of algorithms
description In this paper, we describe a new primal-dual path-following method to solve a convex quadratic program (QP). The derived algorithm is based on new techniques for finding a new class of search directions similar to the ones developed in a recent paper by Darvay for linear programs. We prove that the short-update algorithm finds an epsilon-solution of (QP) in a polynomial time.
publishDate 2006
dc.date.none.fl_str_mv 2006-01-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022006000100005
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022006000100005
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S0101-82052006000100005
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Matemática Aplicada e Computacional
publisher.none.fl_str_mv Sociedade Brasileira de Matemática Aplicada e Computacional
dc.source.none.fl_str_mv Computational & Applied Mathematics v.25 n.1 2006
reponame:Computational & Applied Mathematics
instname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
instacron:SBMAC
instname_str Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
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reponame_str Computational & Applied Mathematics
collection Computational & Applied Mathematics
repository.name.fl_str_mv Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
repository.mail.fl_str_mv ||sbmac@sbmac.org.br
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