A PREDICTOR-CORRECTOR METHOD FOR CONVEX QUADRATIC PROGRAMMING
一个解凸二次规划的预测-校正光滑化方法

In this paper, a smoothing method, which is a generalization of Engelke and Kanzow's smoothing method for linear programming, is presented for convex quadratic programming. The main idea is to convert the K-T condition of the quadratic programming to a system of nonlinear nonsmooth equations. And then we apply Newton-type method to solve its smoothing approximation. Our method is a predictor-corrector method. The global and superlinear convergence of the method is obtained under very mild conditions.