A weighted full-Newton step primal-dual interior point algorithm for convex quadratic optimization

In this paper a new weighted short-step primal-dual interior point algorithm to solve convex quadratic optimization (CQO) problems. The algorithm uses at each interior iteration afull-Newton step and the strategy of the central to obtain an epsilon-optimal solution of CQO. The algorithm yields the b...

Full description

Bibliographic Details

Published in:	Statistics, optimization & information computing Vol. 2; no. 1; p. 21
Main Author:	Mohamed, Achache
Format:	Journal Article
Language:	English
Published:	Hong Kong International Academic Press (Hong Kong) 2014
Subjects:	Algorithms Optimization Queuing theory
ISSN:	2311-004X, 2310-5070
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!