On the finite convergence of interior-point algorithms for linear programming

From MaRDI portal
Revision as of 09:26, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:687096

DOI10.1007/BF01581087zbMath0794.90036DBLPjournals/mp/Ye92aOpenAlexW2063176644WikidataQ92952561 ScholiaQ92952561MaRDI QIDQ687096

Yinyu Ye

Publication date: 20 December 1993

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

Full work available at URL: https://doi.org/10.1007/bf01581087




Related Items (30)

On the identification of the optimal partition for semidefinite optimizationA quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programmingAsymptotic convergence in a generalized predictor-corrector methodA primal-dual interior point method whose running time depends only on the constraint matrixUnnamed ItemSolving linear systems involved in constrained optimizationInterior-point methods for nonlinear complementarity problemsFinite termination of a Newton-type algorithm for a class of affine variational inequality problemsTowards an efficient augmented Lagrangian method for convex quadratic programmingA new kind of simple kennel function yielding good iteration bounds for primal-dual interior-point methodsBi-parametric optimal partition invariancy sensitivity analysis in linear optimizationFinite termination of a Newton-type algorithm based on a new class of smoothing functions for the affine variational inequality problemOn the finite convergence of Newton-type methods for \(P_{0}\) affine variational inequalitiesFortran subroutines for network flow optimization using an interior point algorithmOn the accurate identification of active set for constrained minimax problemsAn easy way to teach interior-point methods.Branching on hyperplane methods for mixed integer linear and convex programming using adjoint latticesImproved complexity results on solving real-number linear feasibility problemsSymbolic implementation of interior point method for linear programming problemQuadratic convergence to the optimal solution of second-order conic optimization without strict complementarityA rounding procedure for semidefinite optimizationFinite termination of a smoothing-type algorithm for the monotone affine variational inequality problemUne procédure de purification pour les problèmes de complémentarité linéaire, monotonesA smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solutionA new class of polynomial primal-dual methods for linear and semidefinite optimizationDegeneracy in interior point methods for linear programming: A surveyA quantum interior-point predictor–corrector algorithm for linear programmingFinding an interior point in the optimal face of linear programsOn the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problemsActive-set prediction for interior point methods using controlled perturbations




Cites Work




This page was built for publication: On the finite convergence of interior-point algorithms for linear programming