A Practical Interior-Point Method for Convex Programming

DOI10.1137/0805008MaRDI QIDQ4764313zbMATH OpenOpenAlexFDO

Authors Florian Jarre, Michael A. Saunders

Publication date 30 November 1995

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0805008

zbMATH Keywords

convex programminginterior-point methodlogarithmic barrier functionNewton's methodnumerical resultsself-concordant functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

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Cited in

(21)

• On some efficient interior point methods for nonlinear convex programming
• Interior-point methods for convex programming
• An interior method for nonconvex semidefinite programs
• A feasible BFGS interior point algorithm for solving convex minimization problems
• Some results of convex programming complexity
• Stable computation of interior point solutions for a class of nonlinear convex programming problems
• On the Complexity of a Practical Interior-Point Method
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 1047680 (Why is no real title available?)
• A circular cone relaxation primal interior point algorithm for LP
• On self-concordant convex–concave functions
• scientific article; zbMATH DE number 1889340 (Why is no real title available?)
• scientific article; zbMATH DE number 895357 (Why is no real title available?)
• Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy
• Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization
• scientific article; zbMATH DE number 4197759 (Why is no real title available?)
• An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
• An interior point method for constrained saddle point problems
• A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
• Inner approximation method for a reverse convex programming problem
• Interior-point Lagrangian decomposition method for separable convex optimization

Describes a project that uses

Uses Software

• MINOS

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