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An exterior point polynomial-time algorithm for convex quadratic programming

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Abstract

In this paper an exterior point polynomial time algorithm for convex quadratic programming problems is proposed. We convert a convex quadratic program into an unconstrained convex program problem with a self-concordant objective function. We show that, only with duality, the Path-following method is valid. The computational complexity analysis of the algorithm is given.

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Acknowledgments

I thank the referee very much for close scrutiny and for many helpful comments that improved the presentation of this paper. The research was supported in part by Shanghai First-class Academic Discipline Project S1201YLXK.

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    Da Gang Tian

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Tian, D.G. An exterior point polynomial-time algorithm for convex quadratic programming. Comput Optim Appl 61, 51–78 (2015). https://doi.org/10.1007/s10589-014-9710-8

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