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    STUDIA INFORMATICA - Issue no. 1 / 2012  
         
  Article:   A PRIMAL-DUAL INTERIOR POINT ALGORITHM FOR CONVEX QUADRATIC PROGRAMS.

Authors:  MOHAMED ACHACHE.
 
       
         
  Abstract:  

In this paper, we propose a feasible primal-dual path-following algorithm for convex quadratic programs. At each interior-point iteration the algorithm uses a full-Newton step and a suitable proximity measure for tracing approximately the central path. We show that the short-step algorithm has the best known iteration bound, namely

Key words and phrases. Convex quadratic programs; interior point methods; primal-dual algorithms; complexity of algorithms.

 
         
     
         
         
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