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Complexity of a quadratic program |
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| Jan3-13, 02:04 PM | #1 |
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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. |
| Jan3-13, 07:53 PM | #2 |
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You have caught my curiosity. What is meant by the complexity of a quadratic program?
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| Jan3-13, 08:38 PM | #3 |
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I'm trying to determine the computational complexity or the time it takes to solve the above problem.
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| Jan3-13, 08:41 PM | #4 |
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Complexity of a quadratic program |
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| linear alegbra, opimization, quadratic program |
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