Quadratic programming (polynomial objective and linear constraints) worst-case time complexity
AnsweredI have a quadratic programming problem (polynomial objective and linear constraints).
I solve it with GUROBI. I wonder what's the worst time complexity of the parallel barrier algorithm. I could not find any reference on google scholar on this method. I know another widely used interior point method, the primal-dual interior point method has a time complexity of \(O(\sqrt{n} \ln(1/\epsilon))\), where n is the number of inequality constraints. Does the parallel barrier algorithm have the same time complexity? If so, could you please recommend a reference for the parallel barrier algorithm?
If not, could please should the time complexity of the algorithm, and also recommend some references?
Thank you so much for your time.
-
See the answer in this post.
0
Please sign in to leave a comment.
Comments
1 comment