Operations Research Transactions ›› 2010, Vol. 14 ›› Issue (1): 55-65.

• Original Articles • Previous Articles     Next Articles

A Weighted-Path-Following Interior-Point Algorithm for Convex

JIN Zheng-Jing, BAI Yan-Qin, HAN Bo-Shun   

  • Online:2010-03-15 Published:2010-03-15

Abstract: Inspired by Darvay's work that developed a weighted path-following interior point algorithm for solving Linear Programming, we extend in this paper the algorithm of Darvay to solve convex quadratic optimization problem and show that this algorithm has local quadratic convergence rate and the favorable polynomial complexity bound.