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Interior path following primal-dual algorithms. II: Convex quadratic programming. (English) Zbl 0676.90039
[For part I see ibid. A 44, No.1, 27-41 (1989; Zbl 0676.90038).]
Authors’ abstract: “We describe a primal-dual interior point algorithm for convex quadratic programming problems which requires a total of O($$\sqrt{n}L)$$ number of iterations, where L is the input size. Each iteration updates a penalty parameter and finds an approximate Newton direction associated with the Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithmic barrier function problem. The algorithm is based on the path following idea. The total number of arithmetic operations is shown to be of the order of $$O(n^ 3L).''$$
Reviewer: N.Deng

##### MSC:
 90C20 Quadratic programming 90C25 Convex programming 68Q25 Analysis of algorithms and problem complexity 65K05 Numerical mathematical programming methods
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##### References:
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