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IE417 Lecture 24

11

Quadratic Programming

  • For convex QP problems, there exists polynomial time algorithms (barrier methods, for instance).

  • If the Hessian has even a single negative eigenvalue, these problems are NP-hard in general.

  • However, we can attempt to nd KKT points.

  • Consider QP: min c>x + x>Hx)/2 s t Ax b x0

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