IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v12y2024i7p1104-d1371288.html
   My bibliography  Save this article

A Full-Newton Step Interior-Point Method for Weighted Quadratic Programming Based on the Algebraic Equivalent Transformation

Author

Listed:
  • Yongsheng Rao

    (Institute of Computing Science and Technology, Guangzhou University, Guangzhou 510006, China)

  • Jianwei Su

    (Institute of Computing Science and Technology, Guangzhou University, Guangzhou 510006, China)

  • Behrouz Kheirfam

    (Department of Mathematics, Azarbaijan Shahid Madani University, Tabriz 5375171379, Iran)

Abstract

In this paper, a new full-Newton step feasible interior-point method for convex quadratic programming is presented and analyzed. The idea behind this method is to replace the complementarity condition with a non-negative weight vector and use the algebraic equivalent transformation for the obtained equation. Under the selection of appropriate parameters, the quadratic rate of convergence of the new algorithm is established. In addition, the iteration complexity of the algorithm is obtained. Finally, some numerical results are presented to demonstrate the practical performance of the proposed algorithm.

Suggested Citation

  • Yongsheng Rao & Jianwei Su & Behrouz Kheirfam, 2024. "A Full-Newton Step Interior-Point Method for Weighted Quadratic Programming Based on the Algebraic Equivalent Transformation," Mathematics, MDPI, vol. 12(7), pages 1-11, April.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:7:p:1104-:d:1371288
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/12/7/1104/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2227-7390/12/7/1104/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Florian A. Potra, 2016. "Sufficient weighted complementarity problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 467-488, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jingyong Tang & Hongchao Zhang, 2021. "A Nonmonotone Smoothing Newton Algorithm for Weighted Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 189(3), pages 679-715, June.
    2. Jingyong Tang & Jinchuan Zhou, 2021. "Quadratic convergence analysis of a nonmonotone Levenberg–Marquardt type method for the weighted nonlinear complementarity problem," Computational Optimization and Applications, Springer, vol. 80(1), pages 213-244, September.
    3. Jingyong Tang & Jinchuan Zhou & Hongchao Zhang, 2023. "An Accelerated Smoothing Newton Method with Cubic Convergence for Weighted Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 196(2), pages 641-665, February.
    4. Xiaoni Chi & Guoqiang Wang, 2021. "A Full-Newton Step Infeasible Interior-Point Method for the Special Weighted Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 190(1), pages 108-129, July.
    5. Xiaoni Chi & M. Seetharama Gowda & Jiyuan Tao, 2019. "The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra," Journal of Global Optimization, Springer, vol. 73(1), pages 153-169, January.
    6. M. Seetharama Gowda, 2019. "Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras," Journal of Global Optimization, Springer, vol. 74(2), pages 285-295, June.
    7. Soodabeh Asadi & Zsolt Darvay & Goran Lesaja & Nezam Mahdavi-Amiri & Florian Potra, 2020. "A Full-Newton Step Interior-Point Method for Monotone Weighted Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 186(3), pages 864-878, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:12:y:2024:i:7:p:1104-:d:1371288. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.