Interior path following primal-dual algorithms. II: Convex quadratic programming
From MaRDI portal
Publication:1123122
DOI10.1007/BF01587076zbMath0676.90039MaRDI QIDQ1123122
Renato D. C. Monteiro, Ilan Adler
Publication date: 1989
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
logarithmic barrier functionpath followingconvex quadratic programmingprimal-dual interior point algorithmpolynomial-time algorithmsapproximate Newton direction
Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20)
Related Items (only showing first 100 items - show all)
A globally convergent primal-dual interior point algorithm for convex programming ⋮ Global convergence in infeasible-interior-point algorithms ⋮ Interior-point algorithms for semi-infinite programming ⋮ Theoretical convergence of large-step primal-dual interior point algorithms for linear programming ⋮ Projective transformations for interior-point algorithms, and a superlinearly convergent algorithm for the w-center problem ⋮ Primal-dual algorithms for linear programming based on the logarithmic barrier method ⋮ Polynomiality of infeasible-interior-point algorithms for linear programming ⋮ On the closest point to the origin in transportation polytopes ⋮ Analytic center of spherical shells and its application to analytic center machine ⋮ Optimizing the half-product and related quadratic Boolean functions: approximation and scheduling applications ⋮ A full-step interior-point algorithm for linear complementarity problem based on a simple function ⋮ A new primal-dual predictor-corrector interior-point method for linear programming based on a wide neighbourhood ⋮ A wide neighborhood arc-search interior-point algorithm for convex quadratic programming ⋮ Global convergence analysis of the aggregate constraint homotopy method for nonlinear programming problems with both inequality and equality constraints ⋮ A combined homotopy interior point method for general nonlinear programming problems ⋮ A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints ⋮ A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization ⋮ An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming ⋮ A polynomial-time algorithm for affine variational inequalities ⋮ A New Wide Neighborhood Primal-Dual Predictor-Corrector Interior-Point Method for Linear Programming ⋮ Fast convergence of the simplified largest step path following algorithm ⋮ The largest step path following algorithm for monotone linear complementarity problems ⋮ A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem ⋮ On the complexity of a combined homotopy interior method for convex programming ⋮ Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems ⋮ A combined homotopy interior point method for convex nonlinear programming ⋮ A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems ⋮ A relaxed primal-dual path-following algorithm for linear programming ⋮ Primal-dual target-following algorithms for linear programming ⋮ An extension of predictor-corrector algorithm to a class of convex separable program ⋮ Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems ⋮ New infeasible interior-point algorithm based on monomial method ⋮ Fitting a graph to one-dimensional data ⋮ A path following algorithm for a class of convex programming problems ⋮ A primal-dual potential reduction method for problems involving matrix inequalities ⋮ Resource-aware networked control systems under temporal logic specifications ⋮ Newton-KKT interior-point methods for indefinite quadratic programming ⋮ Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems ⋮ Complexity analysis and numerical implementation of primal-dual interior-point methods for convex quadratic optimization based on a finite barrier ⋮ The symmetric quadratic knapsack problem: approximation and scheduling applications ⋮ A polynomial arc-search interior-point algorithm for convex quadratic programming ⋮ Efficient regularized isotonic regression with application to gene-gene interaction search ⋮ A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization ⋮ An interior-exterior approach for convex quadratic programming ⋮ A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function ⋮ A predictor-corrector algorithm with multiple corrections for convex quadratic programming ⋮ A noninterior path following algorithm for solving a class of multiobjective programming problems ⋮ Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization ⋮ An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems ⋮ A unified approach to interior point algorithms for linear complementarity problems: A summary ⋮ An \(O(n^ 3L)\) adaptive path following algorithm for a linear complementarity problem ⋮ Complexity analysis of a linear complementarity algorithm based on a Lyapunov function ⋮ Solving some optimal control problems using the barrier penalty function method ⋮ On some properties and an application of the logarithmic barrier method ⋮ On the convergence of the affine-scaling algorithm ⋮ Crashing a maximum-weight complementary basis ⋮ MINIMIZING TOTAL WEIGHTED EARLINESS-TARDINESS ON A SINGLE MACHINE AROUND A SMALL COMMON DUE DATE: AN FPTAS USING QUADRATIC KNAPSACK ⋮ Polynomial algorithms for LP over a subring of the algebraic integers with applications to LP with circulant matrices ⋮ A long-step barrier method for convex quadratic programming ⋮ Convergence behavior of interior-point algorithms ⋮ A randomized scheme for speeding up algorithms for linear and convex programming problems with high constraints-to-variables ratio ⋮ Complexity and algorithms for nonlinear optimization problems ⋮ On partial updating in a potential reduction linear programming algorithm of Kojima, Mizuno, and Yoshise ⋮ The nearest point problem in a polyhedral set and its extensions ⋮ On solving large-scale finite minimax problems using exponential smoothing ⋮ An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis ⋮ An active index algorithm for the nearest point problem in a polyhedral cone ⋮ An interior point algorithm for global optimal solutions and KKT points ⋮ Minimizing non-decreasing separable objective functions for the unit-time open shop scheduling problem ⋮ Optimization of algorithmic parameters using a meta-control approach ⋮ Sensor selection strategies for state estimation in energy constrained wireless sensor networks ⋮ Ellipsoids that contain all the solutions of a positive semi-definite linear complementarity problem ⋮ The fairest core in cooperative games with transferable utilities ⋮ A continuation algorithm for a class of linear complementarity problems using an extrapolation technique ⋮ Symmetric indefinite systems for interior point methods ⋮ An interior point method for quadratic programs based on conjugate projected gradients ⋮ Finding the closest point to the origin in the convex hull of a discrete set of points ⋮ On well definedness of the central path ⋮ Containing and shrinking ellipsoids in the path-following algorithm ⋮ Cost-effective sulphur emission reduction under uncertainty ⋮ Computing Karmarkar's projections quickly by using matrix factorization ⋮ Computational complexity of norm-maximization ⋮ Taking All Positive Eigenvectors Is Suboptimal in Classical Multidimensional Scaling ⋮ A new penalty function algorithm for convex quadratic programming ⋮ A primal-dual interior-point algorithm for symmetric cone convex quadratic programming based on the commutative class directions ⋮ Investigation of path-following algorithms for signomial geometric programming problems ⋮ Computing Karmarkar's projections in stochastic linear programming ⋮ Research Article: On Extending Primal-Dual Interior-Point Method for Linear Optimization to Convex Quadratic Symmetric Cone Optimization ⋮ An interior point method, based on rank-1 updates, for linear programming ⋮ Piecewise linear programming via interior points ⋮ An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods ⋮ Steplengths in interior-point algorithms of quadratic programming ⋮ An exterior point polynomial-time algorithm for convex quadratic programming ⋮ Higher-order derivatives in linear and quadratic programming ⋮ An \(O(n^ 3 L)\) primal-dual potential reduction algorithm for solving convex quadratic programs ⋮ A primal-dual infeasible-interior-point algorithm for linear programming ⋮ A multiobjective interior primal-dual linear programming algorithm ⋮ An interior point parameterized central path following algorithm for linearly constrained convex programming ⋮ Interior point methods for optimal control of discrete time systems ⋮ A primal-dual affine-scaling potential-reduction algorithm for linear programming
Cites Work
- A new polynomial-time algorithm for linear programming
- An algorithm for linear programming which requires \(O(((m+n)n^ 2+(m+n)^{1.5}n)L)\) arithmetic operations
- Introduction: New approaches to linear programming
- A polynomial-time algorithm for a class of linear complementarity problems
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Interior path following primal-dual algorithms. II: Convex quadratic programming