An analysis of Murty's proposed interior point method for quadratic programming

Date of Award

2008

Publication Type

Master Thesis

Degree Name

M.Sc.

Department

Mathematics and Statistics

Keywords

Mathematics.

Supervisor

Traynor, Tim (Mathematics & Statistics), Caron, Richard (Mathematics & Statistics)

Rights

info:eu-repo/semantics/openAccess

Abstract

This thesis presents an analysis of Murty's proposed interior point method for quadratic programming [6]. Murty presented the algorithm as a generalization of his gravitational method for linear programming [ 5]. The advantage, Murty claims, is that unlike other interior point methods, his algorithm does not require the inversion of large matrices. This thesis introduces modifications to the algorithm and, using a Maple 10 implementation, demonstrates the algorithm with examples.

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