Quadratic programming (polynomial objective and linear constraints) worst-case time complexity

回答済み

ximeng fan

2023年05月07日 22:40

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I 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.

関連

• Barrier

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  Mario Ruthmair

  • Gurobi Staff

  2023年05月24日 11:00

  See the answer in this post.

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