The interior-point revolution in optimization: History, recent developments, and lasting consequences

DOI10.1090/S0273-0979-04-01040-7zbMath1114.90153OpenAlexW2030723843WikidataQ59411947 ScholiaQ59411947MaRDI QIDQ4829921

Margaret H. Wright

Publication date: 1 December 2004

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0273-0979-04-01040-7

Mathematics Subject Classification ID

Semidefinite programming (90C22) Interior-point methods (90C51) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) History of operations research and mathematical programming (90-03)

Related Items (46)

On the Computability of Continuous Maximum Entropy Distributions with Applications ⋮ Multihazard design: Structural optimization approach ⋮ Book review of: J.-B. Lasserre, An introduction to polynomial and semi-algebraic optimization ⋮ Inner solvers for interior point methods for large scale nonlinear programming ⋮ Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization ⋮ Applications of one-shot methods in PDEs constrained shape optimization ⋮ An interior point method for isogeometric contact ⋮ A new approach for solving nonlinear algebraic systems with complementarity conditions. Application to compositional multiphase equilibrium problems ⋮ Hierarchical NURBS in frictionless contact ⋮ A selective strategy for shakedown analysis of engineering structures ⋮ Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity ⋮ A hybrid strategy blending primal‐dual interior point and return mapping methods for a class of hypoelastic‐plastic models with memory surface ⋮ Adaptive inexact smoothing Newton method for a nonconforming discretization of a variational inequality ⋮ A family of symmetric, optimized quadrature rules for pentatopes ⋮ Limited-memory BFGS systems with diagonal updates ⋮ Uncertain knowledge representation and reasoning with linguistic belief structures ⋮ To study the hyperbolic annular fin with temperature dependent thermal conductivity via optimized Chebyshev polynomials with interior point algorithm ⋮ Shakedown analysis with multidimensional loading spaces ⋮ An entire space polynomial-time algorithm for linear programming ⋮ Nonautonomous stochastic search in global optimization ⋮ An optimization method for overdetermined kinematic problems formulated with natural coordinates ⋮ Convex optimization techniques in compliant assembly simulation ⋮ Constraint Satisfaction Problems over Numeric Domains ⋮ Numerical lower bound shakedown analysis of engineering structures ⋮ Lower bound limit and shakedown analysis of orthotropic material ⋮ Study of a primal-dual algorithm for equality constrained minimization ⋮ Design of unsupervised fractional neural network model optimized with interior point algorithm for solving Bagley-Torvik equation ⋮ Creep constitutive models for viscoelastic materials based on fractional derivatives ⋮ Thermal analysis of longitudinal fin with temperature-dependent properties and internal heat generation by a novel intelligent computational approach using optimized Chebyshev polynomials ⋮ George B. Dantzig and systems optimization ⋮ Interior Point Methods for Nonlinear Optimization ⋮ Stability of evolutionary algorithms ⋮ A proof of convergence of general stochastic search for global minimum ⋮ System-based approaches for structural optimization of flexible mechanisms ⋮ Smooth and robust solutions for Dirichlet boundary control of fluid-solid conjugate heat transfer problems ⋮ An interior penalty method for optimal control problems with state and input constraints of nonlinear systems ⋮ Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts ⋮ A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs ⋮ Imaging with highly incomplete and corrupted data ⋮ Piecewise linear valued constraint satisfaction problems with fixed number of variables ⋮ The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system ⋮ Recursive modified pattern search on high-dimensional simplex: a blackbox optimization technique ⋮ Numerical experiments with universal barrier functions for cones of Chebyshev systems ⋮ Semismooth and smoothing Newton methods for nonlinear systems with complementarity constraints: adaptivity and inexact resolution ⋮ Simultaneous Reconstruction of Conductivity, Boundary Shape, and Contact Impedances in Electrical Impedance Tomography ⋮ Unnamed Item

Uses Software

• MINOS
• LPbook

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new polynomial-time algorithm for linear programming
• A note on using alternative second-order models for the subproblems arising in barrier function methods for minimization
• Some properties of the Hessian of the logarithmic barrier function
• A primal-dual trust-region algorithm for non-convex nonlinear programming
• Primal-dual target-following algorithms for linear programming
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• Analytical expressions for the eigenvalues and eigenvectors of the Hessian matrices of barrier and penalty functions
• Effects of Finite-Precision Arithmetic on Interior-Point Methods for Nonlinear Programming
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• Semidefinite optimization
• Solving Real-World Linear Programs: A Decade and More of Progress
• Path-Following Methods for Linear Programming
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
• Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
• Numerical Optimization
• Linear Matrix Inequalities in System and Control Theory
• Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
• Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
• Why a Pure Primal Newton Barrier Step May be Infeasible
• Interior Methods for Nonlinear Optimization
• Stability of Linear Equations Solvers in Interior-Point Methods
• Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
• Semidefinite Programming
• Smoothed analysis of algorithms
• A trust region method based on interior point techniques for nonlinear programming.
• Linear programming. Foundations and extensions

This page was built for publication: The interior-point revolution in optimization: History, recent developments, and lasting consequences