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

Rachid Benouahboun; Abdelatif Mansouri

RAIRO - Operations Research - Recherche Opérationnelle (2005)

- 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 - Recherche Opérationnelle 39.1 (2005): 13-33. <http://eudml.org/doc/245930>.

@article{Benouahboun2005,

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 - Recherche Opérationnelle},

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},

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/245930},

volume = {39},

year = {2005},

}

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 - Recherche Opérationnelle

PY - 2005

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/245930

ER -

## References

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