A Predictor-corrector algorithm with multiple corrections for convex quadratic programming

被引:0
|
作者
Zhongyi Liu
Yue Chen
Wenyu Sun
Zhihui Wei
机构
[1] Hohai University,College of Science
[2] Nanjing University of Aeronautics and Astronautics,Jincheng College
[3] Nanjing Normal University,School of Mathematical Science
[4] Nanjing University of Science and Technology,School of Computer Science and Technology
来源
Computational Optimization and Applications | 2012年 / 52卷
关键词
Convex quadratic programming; Primal-dual interior-point method; Predictor-corrector; Polynomial complexity;
D O I
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中图分类号
学科分类号
摘要
Recently an infeasible interior-point algorithm for linear programming (LP) was presented by Liu and Sun. By using similar predictor steps, we give a (feasible) predictor-corrector algorithm for convex quadratic programming (QP). We introduce a (scaled) proximity measure and a dynamical forcing factor (centering parameter). The latter is used to force the duality gap to decrease. The algorithm can decrease the duality gap monotonically. Polynomial complexity can be proved and the result coincides with the best one for LP, namely, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$O(\sqrt{n}\log n\mu^{0}/\varepsilon)$\end{document}.
引用
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页码:373 / 391
页数:18
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