An O(n3L) primal interior point algorithm for convex quadratic programming

AbstractWe present a primal interior point method for convex quadratic programming which is based upon a logarithmic barrier function approach. This approach generates a sequence of problems, each of which is approximately solved by taking a single Newton step. It is shown that the method requires $$O(\sqrt n L)$$ iterations and O(n3.5L) arithmetic operations. By using modified Newton steps the number of arithmetic operations required by the algorithm can be reduced to O(n3L).

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