# An interior point algorithm for convex quadratic programming with strict equilibrium constraints

Rachid Benouahboun; Abdelatif Mansouri

RAIRO - Operations Research (2010)

- Volume: 39, Issue: 1, page 13-33
- ISSN: 0399-0559

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topBenouahboun, Rachid, and Mansouri, Abdelatif. "An interior point algorithm for convex quadratic programming with strict equilibrium constraints." RAIRO - Operations Research 39.1 (2010): 13-33. <http://eudml.org/doc/105320>.

@article{Benouahboun2010,

abstract = {
We describe an interior point algorithm for convex quadratic problem with a
strict complementarity constraints. We show that under some assumptions the
approach requires a total of $O(\sqrt\{n\}L)$ number of iterations, where L
is the input size of the problem. The algorithm generates a sequence of problems, each of which is
approximately solved by Newton's method.
},

author = {Benouahboun, Rachid, Mansouri, Abdelatif},

journal = {RAIRO - Operations Research},

keywords = {Convex quadratic programming with a strict equilibrium
constraints; interior point algorithm; Newton's method.; Convex quadratic programming with a strict equilibrium constraints; Newton's method},

language = {eng},

month = {3},

number = {1},

pages = {13-33},

publisher = {EDP Sciences},

title = {An interior point algorithm for convex quadratic programming with strict equilibrium constraints},

url = {http://eudml.org/doc/105320},

volume = {39},

year = {2010},

}

TY - JOUR

AU - Benouahboun, Rachid

AU - Mansouri, Abdelatif

TI - An interior point algorithm for convex quadratic programming with strict equilibrium constraints

JO - RAIRO - Operations Research

DA - 2010/3//

PB - EDP Sciences

VL - 39

IS - 1

SP - 13

EP - 33

AB -
We describe an interior point algorithm for convex quadratic problem with a
strict complementarity constraints. We show that under some assumptions the
approach requires a total of $O(\sqrt{n}L)$ number of iterations, where L
is the input size of the problem. The algorithm generates a sequence of problems, each of which is
approximately solved by Newton's method.

LA - eng

KW - Convex quadratic programming with a strict equilibrium
constraints; interior point algorithm; Newton's method.; Convex quadratic programming with a strict equilibrium constraints; Newton's method

UR - http://eudml.org/doc/105320

ER -

## References

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