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Efficient descent direction of a primal-dual interior point algorithm for convex quadratic optimization
*Billel ZaouiCorresponding authorbillel.zaoui@univ-setif.dzDepartment of Mathematics Laboratory of Fundamental and Numerical Mathematics Faculty of Sciences University of Ferhat Abbas Setif-119000, AlgeriaView full profile →
, Dj. Benterkidjbenterki@univ-setif.dzDepartment of Mathematics Laboratory of Fundamental and Numerical Mathematics Faculty of Sciences University of Ferhat Abbas Setif-1Department of Mathematics Laboratory of Fundamental and Numerical Mathematics Ferhat Abbas UniversitySetif, 19000, AlgeriaView full profile →
, Samia Khelladisamia.boukaroura@univ-setif.dzDepartment of Mathematics Laboratory of Fundamental and Numerical Mathematics Faculty of Sciences University of Ferhat Abbas Setif-1Ferhat Abbas, 19000, AlgeriaView full profile →
* Corresponding author · click or hover a name for details
We introduce a new interior-point method for solving convex quadratic programming under full-Newton step. The method involves an equivalent algebraic transformation applied to the system defining the central path. This approach provides an efficient search direction for the considered algorithm. Furthermore, we show that the introduced method produces an optimal solution within polynomial time. The established numerical tests conclude that the newly proposed algorithm is not only polynomial but requires a number of iterations clearly lower than that obtained theoretically.
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