A Wide Neighborhood Arc-Search Interior-Point Algorithm for Convex Quadratic Programming
YUAN Beibei1, ZHANG Mingwang1†, HUANG Zhengwei21. College of Science, China Three Gorges University, Yi-chang 443002, Hubei, China; 2. College of Economics and Management, China Three Gorges University, Yichang 443002, Hubei, China
In this paper, we propose an arc-search interior-point algorithm for convex quadratic programming with a wide neighborhood of the central path, which searches the optimizers along the ellipses that approximate the entire central path. The favorable polynomial complexity bound of the algorithm is obtained, namely which is as good as the linear programming analogue. Finally, the numerical experiments show that the proposed algorithm is efficient.
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