A Non-Interior Path Following Method for Convex Quadratic Programming Problems with Bound Constraints

Authors:
Song Xu
Affiliations:
Lattice Semiconductor Corporations, 2680 Zanker Road, San Jose, CA 95134-2100, USA. song.xu@latticesemi.com
Venue:
Computational Optimization and Applications
Year:
2004

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Abstract

We propose a non-interior path following algorithm for convex quadratic programming problems with bound constraints based on Chen-Harker-Kanzow-Smale smoothing technique. Conditions are given under which the algorithm is globally convergent or globally linearly convergent. Preliminary numerical experiments indicate that the method is promising.