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IMI/Publicaţii/CSJM/Ediţii/CSJM v.8, n.2 (23), 2000/

Primal-Dual Method of Solving Convex Quadratic Programming Problems

Authors: V.Moraru
Keywords: Quadratic Programming, Primal-Dual Method, Newton's Method, Semidefinite Programming.

Abstract

This paper presents a primal-dual method for solving quadratic programming problems. The method is based on finding an exact solution of a finite sequence of unconstrained quadratic prigraamming problems and on finding an aproximative solution of constrained minimization problem with simple constraints. The subproblem with simple constraints is solved by the interior-reflective Newton's method [6].

V.Moraru,
Department of Computing Mathematics and Programming
Technical University of Moldova
Bd. Stefan cel Mare No.168,
2012 Cishinau, Moldova,
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