Are there any other methods to solve nonlinear constraints quadratic programming? I have known that some effective numerical methods, i.e, SQP and Gauss pseudospectral method and some heuristic algorithm, i.e, PSO, GA. But I don't know their time complexity, and I also want to know more about other methods and their time complexity.
Methods for solving nonlinear constraints quadratic programming
nonlinear optimizationnumerical methodsoptimizationquadratic programming
Best Answer
Nonlinearly constrained quadratic programming? So you essentially ask about nonlinear programming.
For that, you use a nonlinear programming algorithm such as interior-point algorithms, penalty methods, SQP, filter methods, etc., and their complexity depends on the method, the problem, properties of the problem, the implementation, etc., i.e. it's impossible to answer generically.
The fact that the objective is quadratic is not something you typically would explicitly develop solvers for, once the constraints are general nonlinear. In fact, if you allow nonlinear constraints, there is no loss in generality to assume the objective to be linear