| Journal: | Computational & applied mathematics |
| Database: | PERIÓDICA |
| System number: | 000310694 |
| ISSN: | 0101-8205 |
| Authors: | Achache, Mohamed1 |
| Institutions: | 1University Ferhat Abbas, Faculte des Sciences, Setif. Argelia |
| Year: | 2006 |
| Volumen: | 25 |
| Number: | 1 |
| Pages: | 97-110 |
| Country: | Brasil |
| Language: | Inglés |
| Document type: | Artículo |
| Approach: | Experimental, aplicado |
| English abstract | In this paper, we describe a new primal-dual path-following method to solve a convex quadratic program (QP). The derived algorithm is based on new techniques for finding a new class of search directions similar to the ones developed in a recent paper by Darvay for linear programs. We prove that the short-update algorithm finds an epsilon-solution of (QP) in a polynomial time |
| Disciplines: | Ciencias de la computación, Matemáticas |
| Keyword: | Programación, Matemáticas aplicadas, Programación cuadrática convexa, Métodos de punto interior, Convergencia, Métodos primal duales, Algoritmos |
| Keyword: | Computer science, Mathematics, Programming, Applied mathematics, Convex quadratic programming, Interior point methods, Primal dual methods, Convergence, Algorithms |
| Full text: | Texto completo (Ver HTML) |
