An interior point parameterized central path following algorithm for linearly constrained convex programming (Q2113635): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	An interior point parameterized central path following algorithm for linearly constrained convex programming	scientific article

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scholarly article

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An interior point parameterized central path following algorithm for linearly constrained convex programming (English)

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Journal of Scientific Computing

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publication date

14 March 2022

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zbMATH Keywords

interior point method

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path following

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polynomial-time complexity

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convex programming

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describes a project that uses

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MaRDI profile type

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full work available at URL

https://doi.org/10.1007/s10915-022-01765-3

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Limiting behavior of the affine scaling continuous trajectories for linear programming problems

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The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems

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A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem

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Complexity of a noninterior path-following method for the linear complementarity problem

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A Global and Local Superlinear Continuation-Smoothing Method for<i>P</i><sub>0</sub>and<i>R</i><sub>0</sub>NCP or Monotone NCP

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A global linear and local quadratic continuation smoothing method for variational inequalities with box constraints

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A Non-Interior-Point Continuation Method for Linear Complementarity Problems

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A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions

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Non-interior continuation methods for solving semidefinite complementarity problems

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A Polynomial-Time Descent Method for Separable Convex Optimization Problems with Linear Constraints

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On the classical logarithmic barrier function method for a class of smooth convex programming problems

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On well definedness of the central path

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Asymptotic analysis of a path-following barrier method for linearly constrained convex problems<sup>*</sup>

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Penalty/barrier path-following in linearly constrained optimization

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Some Noninterior Continuation Methods for Linear Complementarity Problems

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A new polynomial-time algorithm for linear programming

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Homotopy Continuation Methods for Nonlinear Complementarity Problems

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Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems

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A polynomial-time algorithm for a class of linear complementarity problems

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An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems

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On some efficient interior point methods for nonlinear convex programming

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A Polynomial Barrier Algorithm for Linearly Constrained Convex Programming Problems

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On controlling the parameter in the logarithmic barrier term for convex programming problems

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A study of the dual affine scaling continuous trajectories for linear programming

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An analogue of Moreau's proximation theorem, with application to the nonlinear complementarity problem

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An Algorithm for Convex Quadratic Programming That Requires <i>O</i>(<i>n</i><sup>3.5</sup><i>L</i>) Arithmetic Operations

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A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs

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On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming

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Convergence and Boundary Behavior of the Projective Scaling Trajectories for Linear Programming

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On the Continuous Trajectories for a Potential Reduction Algorithm for Linear Programming

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A globally convergent primal-dual interior point algorithm for convex programming

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Interior path following primal-dual algorithms. I: Linear programming

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Interior path following primal-dual algorithms. II: Convex quadratic programming

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An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence

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A simplified global convergence proof of the affine scaling algorithm

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On the existence and convergence of the central path for convex programming and some duality results

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Interior-point Lagrangian decomposition method for separable convex optimization

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A Quadratically Convergent Polynomial Algorithm for Solving Entropy Optimization Problems

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Improving the convergence of non-interior point algorithms for nonlinear complementarity problems

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Analysis of some interior point continuous trajectories for convex programming

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A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming

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The Convergent Generalized Central Paths for Linearly Constrained Convex Programming

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A generalized interior-point barrier function approach for smooth convex programming with linear constraints

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A combination of potential reduction steps and steepest descent steps for solving convex programming problems

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A projected‐steepest‐descent potential‐reduction algorithm for convex programming problems

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On the complexity of following the central path of linear programs by linear extrapolation. II

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A convergence analysis for a convex version of Dikin's algorithm

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A Predictor-Corrector Algorithm for a Class of Nonlinear Saddle Point Problems

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A Centered Projective Algorithm for Linear Programming

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On the convergence of the affine-scaling algorithm

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On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

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A duality theorem for non-linear programming

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A polynomial time interior-point path-following algorithm for LCP based on Chen-Harker-Kanzow smoothing techniques

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An \(O(n^ 3L)\) potential reduction algorithm for linear programming

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On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP

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A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming

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A path following algorithm for a class of convex programming problems

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10915-022-01765-3

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Sitelinks

Mathematics(1 entry)

mardi Publication:2113635

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