A weighted full-Newton step primal-dual interior point algorithm for convex quadratic optimization

descriptionPublicationkeyboard_double_arrow_right Article 22 Feb 2014Publisher:International Academic PressJournal:Statistics, Optimization & Information Computing, volume 2 (issn: 2311-004X, eissn: 2310-5070,

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Authors: Achache Mohamed;

doi: 10.19139/21 , 10.19139/soic.v2i1.21

A weighted full-Newton step primal-dual interior point algorithm for convex quadratic optimization

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Abstract

In this paper a new weighted short-step primal-dual interior point algorithm to solve convex quadratic optimization (CQO) problems. The algorithm uses at each interior iteration afull-Newton step and the strategy of the central to obtain an epsilon-optimal solution of CQO. The algorithm yields the best currently best known theoretical complexity bound namely O(\sqrt(n) log n/epsilon).

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