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Graduate Complexity of a quadratic program
I'm trying to determine the computational complexity or the time it takes to solve the above problem.- Socal93
- Post #3
- Forum: Linear and Abstract Algebra
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Graduate 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...- Socal93
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- Complexity Program Quadratic
- Replies: 3
- Forum: Linear and Abstract Algebra