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

Rachid BenouahbounAbdelatif Mansouri — 2005

RAIRO - Operations Research - Recherche Opérationnelle

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 ( 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.

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

Rachid BenouahbounAbdelatif Mansouri — 2010

RAIRO - Operations Research

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 ( n L ) number of iterations, where is the input size of the problem. The algorithm generates a sequence of problems, each of which is approximately solved by Newton's method.

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