El Yassini, K. and El Haj Ben Ali, S. (2012) An interior-exterior approach for convex quadratic programming. Applied Numerical Mathematics, 62 (9). pp. 1139-1155.

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Abstract

In the last decade, a new class of interior-exterior algorithms for linear programming was developed. The method was based on the use of mixed penalty function with two separate parameters to solve a set of sub-penalized problems associated to the initial problem. To study the necessary optimality conditions, one introduced a new concept of the so-called pseudo-gap to describe fully the optimal primal and dual solutions. Only one Newton iteration is sufficient to approximate the solution of penalized problem which satisfies a criterion of proximity. The purpose of this work is to extend the approach to the convex quadratic programming problems. © 2011 IMACS.

Item Type: Article
Uncontrolled Keywords: Convex quadratic programming; Dual solutions; Initial problem; Interior-exterior approach; Necessary optimality condition; Newton iterations; Penalty function; Pseudo-gap, Computational methods, Mathematical techniques
Subjects: Mathematics
Divisions: SCIENTIFIC PRODUCTION > Mathematics
Depositing User: Administrateur Eprints Administrateur Eprints
Last Modified: 31 Jan 2020 15:48
URI: http://eprints.umi.ac.ma/id/eprint/4112

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