An interior point algorithm for convex quadratic programming with strict equilibrium constraints
RAIRO - Operations Research - Recherche Opérationnelle, Volume 39 (2005) no. 1, pp. 13-33.

We describe an interior point algorithm for convex quadratic problem with a strict complementarity constraints. We show that under some assumptions the approach requires a total of O(nL) number of iterations, where L is the input size of the problem. The algorithm generates a sequence of problems, each of which is approximately solved by Newton’s method.

DOI: 10.1051/ro:2005002
Keywords: convex quadratic programming with a strict equilibrium constraints, interior point algorithm, Newton's method
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     title = {An interior point algorithm for convex quadratic programming with strict equilibrium constraints},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {13--33},
     publisher = {EDP-Sciences},
     volume = {39},
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Benouahboun, Rachid; Mansouri, Abdelatif. An interior point algorithm for convex quadratic programming with strict equilibrium constraints. RAIRO - Operations Research - Recherche Opérationnelle, Volume 39 (2005) no. 1, pp. 13-33. doi : 10.1051/ro:2005002. http://archive.numdam.org/articles/10.1051/ro:2005002/

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