A Method for Solving Convex Quadratic Programming Problems Based on Differential-algebraic equations

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<strong>.</strong>