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Journal of Zhejiang University SCIENCE A 2001 Vol.2 No.1 P.66-70

http://doi.org/10.1631/jzus.2001.0066


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


Author(s):  LIANG Xi-ming, MA Long-hua, QIAN Ji-xin

Affiliation(s):  College of Information Science & Engineering, Central South University, Changsha 410083, China; more

Corresponding email(s): 

Key Words:  potential-reduction interior-point algorithm, convex quadratic programming, convergence, numerical experiments


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LIANG Xi-ming, MA Long-hua, QIAN Ji-xin. SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM[J]. Journal of Zhejiang University Science A, 2001, 2(1): 66-70.

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Abstract: 
The solution of quadratic programming problems is an important issue in the field of mathematical programming and industrial applications. In this paper, we solve convex quadratic programming by a potential-reduction interior-point algorithm. It is proved that the potential-reduction interior-point algorithm is globally convergent. Some numerical experiments were made.

Darkslateblue:Affiliate; Royal Blue:Author; Turquoise:Article

Reference

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