Skip to main content
Log in

Solving convex quadratic programming by potential-reduction interior-point algorithm

  • Science & Engineering
  • Published:
Journal of Zhejiang University-SCIENCE A Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  • Fletcher, R., 1987. Practical Methods of Optimization, 2nd edition. Wiley Pub, New York, p. 115–174.

    MATH  Google Scholar 

  • Hock, W. and Schittkowski, K., 1981. Test Examples for Nonlinear Programming Codes. Springer, Berlin. p. 26–140

    Book  MATH  Google Scholar 

  • Kappor, S. and Vaidya, P. M., 1986. Fast algorithms for convex quadratic programming and multicommodity flows, Proceedings of the 18th Annual ACM Symposium on Theory of Computing. California, p. 147–159.

  • Karmarkar, N., 1984. A new polynomial time algorithm for linear programming.Combinatorica,4: 373–393.

    Article  MathSciNet  MATH  Google Scholar 

  • Kozlov, M. K., Tarasov, S. P. and Khachiyan, L. G., 1979. Polynomial solvability of convex quadratic programming.Soviet Mathematics Doklady,20: 1108–1111.

    MATH  Google Scholar 

  • Lucia, A. and Xu, J., 1990. Chemical process optimization using Newton-like methods.Comput. Chem. Engng.,14: 119–138.

    Article  Google Scholar 

  • Lucia, A., Xu, J. and D’Couto, G. C., 1993. Sparse quadratic programming in chemical process optimization.Ann. Oper. Res.,42: 55–83.

    Article  MATH  Google Scholar 

  • McCormick, G. P., 1983. Nonlinear Programming: Theory, Algorithms and Applications. John Wileg & Sons, Inc. Chichester, p. 47–132.

  • Monteiro, R. D. C., 1994. A globally convergent primaldual interior point algorithm for convex programming.Mathematical Programming,64: 123–147.

    Article  MathSciNet  MATH  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

  • Schittkowski, K., 1987. More Test Examples for Nonlinear Programming Codes. Springer, Berlin, p. 48–210.

    Book  MATH  Google Scholar 

  • Vasantharajan, S., Viswanathan, J. and Biegler, L. T., 1990. Reduced successive quadratic programming implementation for large-scale optimization problems with smaller degrees of freedom.Comput. Chem. Engng.,14: 907–915.

    Article  Google Scholar 

  • 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

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Xi-ming, L., Long-hua, M. & Ji-xin, Q. Solving convex quadratic programming by potential-reduction interior-point algorithm. J. Zheijang Univ.-Sci. 2, 66–70 (2001). https://doi.org/10.1631/BF02841179

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1631/BF02841179

Key words

Document code

CLC number

Navigation