SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM

摘要

The solution of quadratic programming problems is an importantissue in the field of mathematical programming and industrialapplications. In this paper, we solve convex quadratic programming bya potential- reduction interior - point algorithm. It is proved thatthe potential - reduction interior-point algorithm is glo- ballyconvergent. Some numerical experiments were made.