Global ellipsoidal approximations and homotopy methods for solving convex analytic programs
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Publication:583119
DOI10.1007/BF01445161zbMath0691.90071OpenAlexW2017068042MaRDI QIDQ583119
Publication date: 1990
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01445161
algorithmic complexitylogarithmic barrier functionanalytic functionshomotopy methodsglobal ellipsoidal approximations
Related Items (22)
Optimal ellipsoidal approximations around the analytic center ⋮ Theoretical convergence of large-step primal-dual interior point algorithms for linear programming ⋮ Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem ⋮ An interior-point method for multifractional programs with convex constraints ⋮ A combined homotopy interior point method for general nonlinear programming problems ⋮ A combined homotopy interior point method for convex nonlinear programming ⋮ An interior-point method for semi-infinite programming problems ⋮ Applications of the notion of analytic center in approximation (estimation) problems ⋮ Path-following barrier and penalty methods for linearly constrained problems ⋮ On some efficient interior point methods for nonlinear convex programming ⋮ An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems ⋮ On the complexity of following the central path of linear programs by linear extrapolation. II ⋮ A barrier function method for minimax problems ⋮ An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming ⋮ A polynomial path following algorithm for convex programming ⋮ Interior-point methods for convex programming ⋮ Estimating the complexity of a class of path-following methods for solving linear programs by curvature integrals ⋮ Computation of the distance to semi-algebraic sets ⋮ On the convergence of the method of analytic centers when applied to convex quadratic programs ⋮ A continuation method for solving convex programming problemsviafischer reformulation ⋮ A globally convergent interior point algorithm for non-convex nonlinear programming ⋮ An interior-point method for fractional programs with convex constraints
Cites Work
- A new polynomial-time algorithm for linear programming
- Introduction to sensitivity and stability analysis in nonlinear programming
- A multiplicative barrier function method for linear programming
- A polynomial-time algorithm, based on Newton's method, for linear programming
- Containing and shrinking ellipsoids in the path-following algorithm
- On the convergence of the method of analytic centers when applied to convex quadratic programs
- La méthode des centres dans un espace topologique
- Improved Bounds and Containing Ellipsoids in Karmarkar's Linear Programming Algorithm
- Restrictions of Normal Operators, Padé Approximation and Autoregressive Time Series
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