A Full-Newton Step Interior-Point Method for Weighted Quadratic Programming Based on the Algebraic Equivalent Transformation
Yongsheng Rao,
Jianwei Su,
Behrouz Kheirfam
Abstract:In this paper, a new full-Newton step feasible interior point method for convex quadratic programming is presented and analyzed. The idea behind this method is to replace the complementarity condition with a non-negative variable weight vector and use the algebraic equivalent transformation for the obtained equation. Under the selection of appropriate parameters, the quadratic rate of convergence of the new algorithm is established. In addition, the iteration complexity of the algorithm is obtained. Finally, … Show more
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