I have a convex quadratic programming problem:
min x^TPx+c^Tx
Ax \leq b
where P is a positive definite matrix. A is a m * n matrix and m is much greater than n, so the number of constraints is much greater than the number of variables.
My question is: 1. how to analyze the time complexity of this problem. 2. How the time complexity of the convex quadratic programming problem relates to the number of constraints.
I have tried to solve my problem using both cvxopt and mosek, the results of both show that the time complexity seems to be linear to the number of constraints.
However, when I tried to find the literature, I found that all the literatures I found only discussed how the time complexity relates to the number of variables, or assume A is a full rank matrix. I will appreciate it if you can recommend some related references. Thank you.
