Abstract

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 O(nlog((x0)Ts0/e)) which is as good as the linear programming analogue. Finally, the numerical experiments show that the proposed algorithm is efficient.

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