In this paper, a new primal-dual interior-point algorithm for convex quadratic optimization （CQO） based on a kernel function is presented. The proposed function has some properties that are easy for checking. These ...In this paper, a new primal-dual interior-point algorithm for convex quadratic optimization （CQO） based on a kernel function is presented. The proposed function has some properties that are easy for checking. These properties enable us to improve the polynomial complexity bound of a large-update interior-point method （IPM） to O（√n log nlog n/e）, which is the currently best known polynomial complexity bound for the algorithm with the large-update method. Numerical tests were conducted to investigate the behavior of the algorithm with different parameters p, q and θ, where p is the growth degree parameter, q is the barrier degree of the kernel function and θ is the barrier update parameter.展开更多
基金the Foundation of Scientific Research for Selecting and Cultivating Young Excellent University Teachers in Shanghai (Grant No.06XPYQ52)the Shanghai Pujiang Program (Grant No.06PJ14039)
文摘In this paper, a new primal-dual interior-point algorithm for convex quadratic optimization （CQO） based on a kernel function is presented. The proposed function has some properties that are easy for checking. These properties enable us to improve the polynomial complexity bound of a large-update interior-point method （IPM） to O（√n log nlog n/e）, which is the currently best known polynomial complexity bound for the algorithm with the large-update method. Numerical tests were conducted to investigate the behavior of the algorithm with different parameters p, q and θ, where p is the growth degree parameter, q is the barrier degree of the kernel function and θ is the barrier update parameter.
