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凸二次规划的一个新原-对偶内点算法

         

摘要

In this paper, a new primal-dual interior-point algorithm for convex quadratic optimization (CQO) based on a kernel function is presented. The proposed function has some properties that are easy for checking. These properties enable us to improve the polynomial complexity bound of a large-update interior-point method (IPM) to O (√nlognlogn/ε), which is the currently best known polynomial complexity bound for the algorithm with the large-update method. Numerical tests were conducted to investigate the behavior of the algorithm with different parameters p, q and θ, where p is the growth degree parameter, q is the barrier degree of the kernel function and θ is the barrier update parameter.

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