A computational study of the homogeneous algorithm for large-scale convex optimization

DOI10.1023/A:1018369223322MaRDI QIDQ1273428zbMATH OpenOpenAlexFDO

Authors E. D. Andersen, Yinyu Ye

Publication date 9 March 1999

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018369223322

zbMATH Keywords

smooth convex optimizationinterior-point algorithmsmonotone complementarity problemhomogeneous and self-dual modellarge-scale sparse convex optimizationsingle phase interior-point type method

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)

Recommendations

• On a homogeneous algorithm for the monotone complementarity problem
• On homogeneous and self-dual algorithms for LCP
• A homogeneous interior-point algorithm for nonsymmetric convex conic optimization
• scientific article; zbMATH DE number 1744789

Cited in

(22)

• A primal-dual decomposition algorithm for multistage stochastic convex programming
• A homogeneous model for monotone mixed horizontal linear complementarity problems
• Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method
• A tutorial on geometric programming
• An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs
• Large-scale convex optimization via saddle point computation
• On a homogeneous algorithm for the monotone complementarity problem
• A variational principle for computing nonequilibrium fluxes and potentials in genome-scale biochemical networks
• Conic optimization via operator splitting and homogeneous self-dual embedding
• Interactions between nonlinear programming and modeling systems
• An adaptive infeasible interior-point algorithm with full-Newton step for linear optimization
• The practical behavior of the homogeneous self-dual formulations in interior point methods
• Interior Point Methods for Nonlinear Optimization
• On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
• Compressed sensing in the spherical near-field to far-field transformation
• Integrating design and production planning considerations in multi-bay manufacturing facility layout
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem
• Operator splitting for a homogeneous embedding of the linear complementarity problem
• On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
• A predictor-corrector algorithm with multiple corrections for convex quadratic programming
• On implementation of a self-dual embedding method for convex programming

Describes a project that uses

Uses Software

• SDPHA

This page was built for publication: A computational study of the homogeneous algorithm for large-scale convex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1273428)