A class of primal affine scaling algorithms

DOI10.1016/J.AMC.2011.10.034MaRDI QIDQ427024zbMATH OpenOpenAlexFDO

Authors F. G. M. Cunha, A. W. M. Pinto, P. R. Oliveira, J. X. da Cruz Neto

Publication date 13 June 2012

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.10.034

zbMATH Keywords

affine scaling algorithmsinterior point algorithmslinear convex programminglinear programsnumerical resultsquadratic programmingweak convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Quadratic programming (90C20) Convex programming (90C25)

Review text

The authors present a new class of primal affine scaling algorithms and prove the so-called weak convergence of the primal class for nondegenerate linearly constrained convex programming under some mild assumptions. Some preliminary numerical results for the linear programs and the quadratic programming problems are provided to demonstrate the computational performance of the proposed class of algorithms.

Recommendations

• An affine scaling method using a class of differential barrier functions: primal approach
• A new variant of the primal affine scaling algorithm for linear programs
• Global Convergence Property of the Affine Scaling Methods for Primal Degenerate Linear Programming Problems
• scientific article; zbMATH DE number 1785846
• On the primal-dual affine scaling method

Cites work

• A repository of convex quadratic programming problems
• A simple characterization of solutions sets of convex programs
• An interior point multiplicative method for optimization under positivity constraints
• scientific article; zbMATH DE number 4202017 (Why is no real title available?)
• scientific article; zbMATH DE number 52737 (Why is no real title available?)
• scientific article; zbMATH DE number 1282147 (Why is no real title available?)
• scientific article; zbMATH DE number 681023 (Why is no real title available?)
• scientific article; zbMATH DE number 4197739 (Why is no real title available?)
• scientific article; zbMATH DE number 3301975 (Why is no real title available?)
• scientific article; zbMATH DE number 2221973 (Why is no real title available?)
• Minimizing a differentiable function over a differential manifold
• Multiplicative iterative algorithms for convex programming
• On the \(\epsilon\)-perturbation method for avoiding degeneracy
• On the Riemannian geometry defined by self-concordant barriers and interior-point methods.
• Proximal Point Algorithm On Riemannian Manifolds
• Smooth nonlinear optimization of \(\mathbb R^n\)
• Subgradient algorithm on Riemannian manifolds
• The Gradient Projection Method Along Geodesics
• The Nonlinear Geometry of Linear Programming. I Affine and Projective Scaling Trajectories
• The Nonlinear Geometry of Linear Programming. II Legendre Transform Coordinates and Central Trajectories

Cited in

(9)

• Comparative analysis of affine scaling algorithms based on simplifying assumptions
• Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
• A partial first-order affine-scaling method
• The PRIMPING routine -- tiling through proximal alternating linearized minimization
• Superlinear primal-dual affine scaling algorithms for LCP
• Generalized affine scaling algorithms for linear programming problems
• A new variant of the primal affine scaling algorithm for linear programs
• scientific article; zbMATH DE number 1785846 (Why is no real title available?)
• An affine scaling method using a class of differential barrier functions: primal approach

Describes a project that uses

Uses Software

• NETLIB LP Test Set

This page was built for publication: A class of primal affine scaling algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q427024)