An unconstrained convex programming approach to solving convex quadratic programming problems

In this paper, the authors 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.