A new primal-dual path-following method for convex quadratic programming

Abstract

In this paper, we describe a new primal-dual path-following method to solve a convex quadratic program (QP). The derived algorithm is based on new techniques for finding a new class of search directions similar to the ones developed in a recent paper by Darvay for linear programs. We prove that the short-update algorithm finds an e-solution of (QP) in a polynomial time.