On the complexity of approximating a KKT point of quadratic programming |
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Authors: | Yinyu Ye |
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Institution: | (1) Department of Management Sciences, College of Business Administration, The University of Iowa, 52242 Iowa City, IA, USA |
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Abstract: | We present a potential reduction algorithm to approximate a Karush—Kuhn—Tucker (KKT) point of general quadratic programming (QP). We show that the algorithm is a fully polynomial-time approximation scheme, and its running-time dependency on accuracy (0, 1) is O((l/) log(l/) log(log(l/))), compared to the previously best-known result O((l/)2). Furthermore, the limit of the KKT point satisfies the second-order necessary optimality condition of being a local minimizer. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Research support in part by NSF grants DDM-9207347 and DMI-9522507, and the Iowa Business School Summer Grant. |
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Keywords: | Quadratic programming KKT point Local minimizer Fully polynomial-time approximation scheme |
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