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A wide neighborhood arc-search interior-point algorithm for convex quadratic programming

  • Mathematics
  • Published:
Wuhan University Journal of Natural Sciences

Abstract

In this paper, we propose an arc-search interior-point algorithm for convex quadratic programming with a wide neighborhood of the central path, which searches the optimizers along the ellipses that approximate the entire central path. The favorable polynomial complexity bound of the algorithm is obtained, namely O(nlog((x0)Ts0/ε)) which is as good as the linear programming analogue. Finally, the numerical experiments show that the proposed algorithm is efficient.

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Authors and Affiliations

  1. College of Science, China Three Gorges University, Yichang, 443002, Hubei, China

    Beibei Yuan & Mingwang Zhang

  2. College of Economics and Management, China Three Gorges University, Yichang, 443002, Hubei, China

    Zhengwei Huang

Authors
  1. Beibei Yuan
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  2. Mingwang Zhang
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  3. Zhengwei Huang
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Corresponding author

Correspondence to Mingwang Zhang.

Additional information

Foundation item: by the National Natural Science Foundation of China (71471102)

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Yuan, B., Zhang, M. & Huang, Z. A wide neighborhood arc-search interior-point algorithm for convex quadratic programming. Wuhan Univ. J. Nat. Sci. 22, 465–471 (2017). https://doi.org/10.1007/s11859-017-1274-x

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  • DOI: https://doi.org/10.1007/s11859-017-1274-x

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