Complexity Analysis of an Interior-point Algorithm for Cqp Based on a New Parametric Kernel Function

Abstract

In this paper, we present a primal-dual interior-point algorithm for convex quadratic programming problem based on a new parametric kernel function with an hiperbolic–logarithmic barrier term. Using the proposed kernel function we show some basic properties that are essential to study the complexity analysis of the correspondent algorithm which we find it coincides with the best know iteration bounds for large-update method, namely, O (√ n log n log n/ε) by a special choice of the parameter p > 1.