An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming

DOI10.1007/BF01581083zbMath0787.90068MaRDI QIDQ687091

Liqun Qi, Jie Sun

Publication date: 6 January 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

convergence analysisinterior point methodsconvex programspath-following algorithmnonsmooth Newton subroutine

Mathematics Subject Classification ID

Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (9)

Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems ⋮ Potential reduction method for harmonically convex programming ⋮ On piecewise quadratic Newton and trust region problems ⋮ Inexact Newton methods for solving nonsmooth equations ⋮ A convergence analysis for a convex version of Dikin's algorithm ⋮ Approximate Newton methods for nonsmooth equations ⋮ New version of the Newton method for nonsmooth equations ⋮ Complexity analysis for certain convex programming problems ⋮ Quadratic cost flow and the conjugate gradient method

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Global ellipsoidal approximations and homotopy methods for solving convex analytic programs
• A polynomial-time algorithm, based on Newton's method, for linear programming
• A new continuation method for complementarity problems with uniform P- functions
• An extension of Karmarkar's projective algorithm for convex quadratic programming
• On some efficient interior point methods for nonlinear convex programming
• A new algorithm for minimizing convex functions over convex sets
• On computing the center of a convex quadratically constrained set
• On the convergence of the method of analytic centers when applied to convex quadratic programs
• A nonsmooth version of Newton's method
• An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
• An Algorithm for Convex Quadratic Programming That Requires O(n^3.5L) Arithmetic Operations
• An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
• Optimization and nonsmooth analysis
• A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
• A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems
• Convex Analysis

This page was built for publication: An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming