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Assume I have a matrix $Q \in \mathbb{R}^{n \times n}$ which is positiv definite and symmetric, and I want to minimize $$ \frac{1}{2} x^T Q x + x^T f $$ on a non-empty convex set $x\in D=\{ v \in \mathbb{R}^n \mid Av\leq 0,\, Bv = c\} $. Such a problem is know as a convex minimisation problem with a unique solution. In matlab I can use the default interior-point-convex method which returns pretty fast a solution.

My question is: What can one say about the complexity to compute the unique solution? Something like how much memory is need and the average amount of computations.

Adam
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1 Answers1

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If you care about the computational complexity of QP, not the absolute runtime for a specific instance of the problem, you might want to take a look at the ellipsoid algorithm.

Max Flow
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