Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

A Full-Newton Step Interior-Point Method for Weighted Quadratic Programming Based on the Algebraic Equivalent Transformation

Version 1 : Received: 2 March 2024 / Approved: 4 March 2024 / Online: 4 March 2024 (10:37:31 CET)

A peer-reviewed article of this Preprint also exists.

Rao, Y.; Su, J.; Kheirfam, B. A Full-Newton Step Interior-Point Method for Weighted Quadratic Programming Based on the Algebraic Equivalent Transformation. Mathematics 2024, 12, 1104. Rao, Y.; Su, J.; Kheirfam, B. A Full-Newton Step Interior-Point Method for Weighted Quadratic Programming Based on the Algebraic Equivalent Transformation. Mathematics 2024, 12, 1104.

Abstract

In this paper, a new full-Newton step feasible interior point method for convex quadratic programming is presented and analyzed. The idea behind this method is to replace the complementarity condition with a non-negative variable weight vector and use the algebraic equivalent transformation for the obtained equation. Under the selection of appropriate parameters, the quadratic rate of convergence of the new algorithm is established. In addition, the iteration complexity of the algorithm is obtained. Finally, some numerical results are presented to demonstrate the practical performance of the proposed algorithm.

Keywords

Quadratic programming; interior-point methods; full-Newton step; weight vector

Subject

Computer Science and Mathematics, Applied Mathematics

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