New Reply

Complexity of a quadratic program

 
Share Thread Thread Tools
Jan3-13, 02:04 PM   #1
 

Complexity of a quadratic program


I'm trying to compute the complexity of the quadratic program: $$\displaystyle\min_{\mathbf{X}} (\mathbf{X^TQX +C^TX}) \quad{} \text{subject to} \quad{} \mathbf{A X \leq Y}$$
A is MxN and X is Nx1. Q is positive definite and I'm using the interior point method. Any help in computing the complexity would be appreciated.
PhysOrg.com
PhysOrg
science news on PhysOrg.com

>> Ants and carnivorous plants conspire for mutualistic feeding
>> Forecast for Titan: Wild weather could be ahead
>> Researchers stitch defects into the world's thinnest semiconductor
Jan3-13, 07:53 PM   #2
 
Recognitions:
Science Advisor Science Advisor
You have caught my curiosity. What is meant by the complexity of a quadratic program?
Jan3-13, 08:38 PM   #3
 
I'm trying to determine the computational complexity or the time it takes to solve the above problem.
Jan3-13, 08:41 PM   #4
 
Recognitions:
Science Advisor Science Advisor

Complexity of a quadratic program


Quote by Socal93 View Post
I'm trying to determine the computational complexity or the time it takes to solve the above problem.
Don't know anything about that. I do know that the Wolf algorithm reduces the quadratic program to a finite sequence of linear programs.
New Reply

Tags
linear alegbra, opimization, quadratic program
Thread Tools


Similar Threads for: Complexity of a quadratic program
Thread Forum Replies
Quadratic fortran program help Programming & Comp Sci 10
quadratic equations and inequalities / applications of quadratic functions question Precalculus Mathematics Homework 3
[SOLVED] Quadratic Equations and Inequalities question about properties of quadratic General Math 2