AN INTERIOR-POINT ALGORITHM FOR SIMPLICIAL CONE CONSTRAINED CONVEX QUADRATIC OPTIMIZATION
| العنوان: | AN INTERIOR-POINT ALGORITHM FOR SIMPLICIAL CONE CONSTRAINED CONVEX QUADRATIC OPTIMIZATION |
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| المؤلفون: | M. Khaldi, M. Achache |
| المصدر: | Advances in Mathematics: Scientific Journal. 12:73-89 |
| بيانات النشر: | Union of Researchers of Macedonia, 2023. |
| سنة النشر: | 2023 |
| مصطلحات موضوعية: | General Mathematics |
| الوصف: | In this paper, we are concerned with the numerical solution of simplicial cone constrained convex quadratic optimization (SCQO) problems. A reformulation of the K.K.T optimality conditions of SCQOs as an equivalent linear complementarity problem with $\mathcal{P}$-matrix ($\mathcal{P}$-LCP) is considered. Then, a feasible full-Newton step interior-point algorithm (IPA) is applied for solving SCQO via $\mathcal{P}$-LCP. For the completeness of the study, we prove that the proposed algorithm is well-defined and converges locally quadratic to an optimal of SCQOs. Moreover, we obtain the currently best well-known iteration bound for the algorithm with short-update method, namely,$ \mathcal{O}(\sqrt{n}\log\frac{n}{\epsilon })$. Finally, we present a various set of numerical results to show its efficiency. |
| تدمد: | 1857-8438 1857-8365 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_________::4be27d3e1044a643187bfa419753789b https://doi.org/10.37418/amsj.12.1.5 |
| رقم الأكسشن: | edsair.doi...........4be27d3e1044a643187bfa419753789b |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 18578438 18578365 |
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