An unconstrained convex programming approach to solving convex quadratic programming problems

Abstract

In this paper, we derive an unconstrained convex programming approach to solving convex quadratic programming problems in standard form. Related duality theory is established by using two simple inequalities. An ∊-optimal solution is obtained by solving an unconstrained dual convex program. A dual-to-primal conversion formula is also provided. Some preliminary computational results of using a curved search method is included

Keywords:

• Quadratic Programming
• Convex Analysis
• Unconstrained Optimization
• Iterative Method