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Journal of Zhejiang University SCIENCE A 2001 Vol.2 No.1 P.66~70

http://doi.org/10.1631/jzus.2001.0066


SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM


Author(s):  LIANG Xi-ming, MA Long-hua, QIAN Ji-xin

Affiliation(s):  College of Information Science & Engineering, Central South University, Changsha 410083, China; more

Corresponding email(s): 

Key Words:  potential-reduction interior-point algorithm, convex quadratic programming, convergence, numerical experiments


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LIANG Xi-ming, MA Long-hua, QIAN Ji-xin. SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM[J]. Journal of Zhejiang University Science A, 2001, 2(1): 66~70.

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Abstract: 
The solution of quadratic programming problems is an important issue in the field of mathematical programming and industrial applications. In this paper, we solve convex quadratic programming by a potential-reduction interior-point algorithm. It is proved that the potential-reduction interior-point algorithm is globally convergent. Some numerical experiments were made.

Darkslateblue:Affiliate; Royal Blue:Author; Turquoise:Article

Reference

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[8] McCormick, G. P., 1983. Nonlinear Programming: Theory, Algorithms and Applications. John Wileg & Sons, Inc.Chichester, p.47-132.

[9] Monteiro, R. D. C., 1994. A globally convergent primal-dual interior point algorithm for convex programming. Mathematical Programming, 64: 123-147.

[10] Monteiro, R. D. C. and Adler, I., 1989. Interior path following primal-dual algorithms. Part II: Convex quadratic programming. Mathematical Programming, 44: 43-66.

[11] Schittkowski, K., 1987. More Test Examples for Nonlinear Programming Codes. Springer, Berlin, p.48-210.

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[13] Ye, Y. and Tse, E., 1986. A polynomial algorithm for convex programming, Working Paper, Department of Engineering-Economic Systems. Stanford University, Stanford, CA. p.214-227

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