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Complexity of a quadratic program

  1. Jan 3, 2013 #1
    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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  3. Jan 3, 2013 #2

    lavinia

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    You have caught my curiosity. What is meant by the complexity of a quadratic program?
     
  4. Jan 3, 2013 #3
    I'm trying to determine the computational complexity or the time it takes to solve the above problem.
     
  5. Jan 3, 2013 #4

    lavinia

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    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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