Acta mathematica scientia,Series B
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Yu Qian; Huang Chongchao; Jiang Yan
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Abstract:
This article presents a polynomial predictor-corrector interior-point algorithm for convex quadratic programming based on a modified predictor-corrector interior-point algorithm. In this algorithm, there is only one corrector step after each predictor step, where Step 2 is a predictor step and Step 4 is a corrector step in the algorithm. In the algorithm, the predictor step decreases the dual gap as much as possible in a wider neighborhood of the central path and the corrector step draws iteration points back to a narrower neighborhood and make a reduction for the dual gap. It is shown that the algorithm has ${\rm O}(\sqrt n L)$ iteration complexity which is the best result for convex quadratic programming so far.
Key words: Convex quadratic programming, predictor-corrector, interior-point algorithm
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Yu Qian; Huang Chongchao; Jiang Yan. A POLYNOMIAL PREDICTOR-CORRECTOR INTERIOR-POINT ALGORITHM FOR CONVEX QUADRATIC PROGRAMMING[J].Acta mathematica scientia,Series B, 2006, 26(2): 265-270.
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URL: http://121.43.60.238/sxwlxbB/EN/10.1016/S0252-9602(06)60048-9
http://121.43.60.238/sxwlxbB/EN/Y2006/V26/I2/265
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