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Title
A Full-Newton Step Interior-Point Method for Weighted Quadratic Programming Based on the Algebraic Equivalent Transformation
Type of Research Article
Keywords
: quadratic programming; interior-point methods; full-Newton step; weight vector
Abstract
In this paper, a new full-Newton step feasible interior-point method for convex quadratic programming is presented and analyzed. The idea behind this method is to replace the complementarity condition with a non-negative weight vector and use the algebraic equivalent transformation for the obtained equation. Under the selection of appropriate parameters, the quadratic rate of convergence of the new algorithm is established. In addition, the iteration complexity of the algorithm is obtained. Finally, some numerical results are presented to demonstrate the practical performance of the proposed algorithm
Researchers Yongsheng Rao (First Researcher)، Jianwei Su (Second Researcher)، Behrouz Kheirfam (Third Researcher)