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Complexity of a quadratic program 
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#1
Jan313, 02:04 PM

P: 2

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. 


#2
Jan313, 07:53 PM

Sci Advisor
P: 1,716

You have caught my curiosity. What is meant by the complexity of a quadratic program?



#3
Jan313, 08:38 PM

P: 2

I'm trying to determine the computational complexity or the time it takes to solve the above problem.



#4
Jan313, 08:41 PM

Sci Advisor
P: 1,716

Complexity of a quadratic program



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