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.
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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
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DOI: https://doi.org/10.1631/BF02841179
Key words
- potential-reduction interior-point algorithm
- convex quadratic programming
- convergence
- numerical experiments