# Interior path following primal-dual algorithms. part II: Convex quadratic programming

@article{Monteiro1989InteriorPF, title={Interior path following primal-dual algorithms. part II: Convex quadratic programming}, author={Renato D. C. Monteiro and Ilan Adler}, journal={Mathematical Programming}, year={1989}, volume={44}, pages={43-66} }

AbstractWe describe a primal-dual interior point algorithm for convex quadratic programming problems which requires a total of
$$O\left( {\sqrt n L} \right)$$
number of iterations, whereL is the input size. Each iteration updates a penalty parameter and finds an approximate Newton direction associated with the Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithmic barrier function problem. The algorithm is based on the path following idea. The total number of… Expand

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