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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