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

From MaRDI portal
Revision as of 12:06, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1321158

DOI10.1007/BF00940075zbMath0794.90044OpenAlexW1972639694MaRDI QIDQ1321158

Cornelis Roos, Dick den Hertog, Tamás Terlaky

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940075




Related Items (27)

Controlled dual perturbations for central path trajectories in geometric programmingA globally convergent primal-dual interior point algorithm for convex programmingConvergence property of the Iri-Imai algorithm for some smooth convex programming problemsVolumetric path following algorithms for linear programmingNonlinear coordinate representations of smooth optimization problemsPolynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problemsA combined homotopy interior point method for convex nonlinear programmingThe Newton modified barrier method for QP problemsInterior-point methods for nonlinear complementarity problemsFeasible method for generalized semi-infinite programmingOn the complexity of linear programming under finite precision arithmeticLong-step path-following algorithm for quantum information theory: some numerical aspects and applicationsLong-step path-following algorithm for solving symmetric programming problems with nonlinear objective functionsImpproving the rate of convergence of the logarithmic barrier function methodContinuous relaxations for Constrained Maximum-Entropy SamplingA long-step barrier method for convex quadratic programmingComputing Maximum Likelihood Estimators of Convex Density FunctionsInterior-point methods for convex programmingLogarithmic Barrier Decomposition Methods for Semi-infinite ProgrammingA continuation method for solving convex programming problemsviafischer reformulationInterior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problemConstructing IGA-suitable planar parameterization from complex CAD boundary by domain partition and global/local optimizationCondition measures and properties of the central trajectory of a linear programImproving complexity of structured convex optimization problems using self-concordant barriersIteration complexity of an interior-point algorithm for nonlinear p∗-complementarity problemsAn interior point parameterized central path following algorithm for linearly constrained convex programmingGlobal linear convergence of a path-following algorithm for some monotone variational inequality problems




Cites Work




This page was built for publication: On the classical logarithmic barrier function method for a class of smooth convex programming problems