Complexity of a quadratic program


by Socal93
Tags: linear alegbra, opimization, quadratic program
Socal93
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#1
Jan3-13, 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.
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lavinia
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#2
Jan3-13, 07:53 PM
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You have caught my curiosity. What is meant by the complexity of a quadratic program?
Socal93
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#3
Jan3-13, 08:38 PM
P: 2
I'm trying to determine the computational complexity or the time it takes to solve the above problem.

lavinia
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#4
Jan3-13, 08:41 PM
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Complexity of a quadratic program


Quote 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.


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