Title of article :
A Method for Solving Convex Quadratic Programming Problems Based on Differential-Algebraic Equations
Author/Authors :
Abbasi, Masomeh Department of Mathematics - Islamic Azad University, Kermanshah, Iran
Abstract :
In this paper, a new model based on differential-algebraic equations(
DAEs) for solving convex quadratic programming(CQP) problems
is proposed. It is proved that the new approach is guaranteed to
generate optimal solutions for this class of optimization problems. This
paper also shows that the conventional interior point methods for solving
(CQP) problems can be viewed as a special case of the new DAEs
methods. Numerical results show the efficiency of the proposed model.
Farsi abstract :
فاقد چكيده فارسي
Keywords :
Differential-algebraic equations , Barrier function method , Interior point method , Convex quadratic programming , Dynamic systems , Stability
Journal title :
IJO: Iranian Journal of Optimization
