Abstract
We present a primal interior point method for convex quadratic programming which is based upon a logarithmic barrier function approach. This approach generates a sequence of problems, each of which is approximately solved by taking a single Newton step. It is shown that the method requires\(O(\sqrt n L)\) iterations and O(n 3.5 L) arithmetic operations. By using modified Newton steps the number of arithmetic operations required by the algorithm can be reduced to O(n 3 L).
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Goldfarb, D., Liu, S. An O(n 3 L) primal interior point algorithm for convex quadratic programming. Mathematical Programming 49, 325–340 (1990). https://doi.org/10.1007/BF01588795
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DOI: https://doi.org/10.1007/BF01588795