New algorithms based on the interior point method for convex quadratic programming
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
This paper presents three new algorithms for solving convex quadratic programming problems subject to the linear constraints. These algorithms are based on the general theory of Karmarkar interior points techniques. The first one uses the Karmarkar idea and linearization of the objective function. The second and third algorithms are modification of the first algorithm using the Schrijver and Malek-Naseri approaches respectively. These three new schemes are tested against the algorithm of Kebbiche-Keraghel-Yassine (KKY). It is shown that these three new algorithms are more efficient and converge to the correct optimal solution, while the KKY algorithm does not converge in some cases. Numerical results are given to illustrate the performance of the new algorithms.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
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Sayı
Künye
Tahmasebzadeh, S., Navidi, H. ve Malek, A. (2009). New algorithms based on the interior point method for convex quadratic programming. Maltepe Üniversitesi. s. 356.
