A first-order interior-point method for linearly constrained smooth optimization
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- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
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- A Trust Region Interior Point Algorithm for Linearly Constrained Optimization
- A conic duality Frank-Wolfe-type theorem via exact penalization in quadratic optimization
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- Evolutionary Games and Population Dynamics
- Global Convergence of a Long-Step Affine Scaling Algorithm for Degenerate Linear Programming Problems
- Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming
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- Global convergence of the affine scaling methods for degenerate linear programming problems
- Interior Methods for Nonlinear Optimization
- On affine scaling algorithms for nonconvex quadratic programming
- On standard quadratic optimization problems
- On the convergence of the affine-scaling algorithm
- Regularity versus Degeneracy in Dynamics, Games, and Optimization: A Unified Approach to Different Aspects
- Selection-induced convergence to equilibrium in a single-locus autosomal population
- Testing Unconstrained Optimization Software
- The primal power affine scaling method
- Trust region affine scaling algorithms for linearly constrained convex and concave programs
Cited in
(9)- An affine scaling method using a class of differential barrier functions: primal approach
- A partial first-order affine-scaling method
- Standard bi-quadratic optimization problems and unconstrained polynomial reformulations
- A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
- Hessian barrier algorithms for linearly constrained optimization problems
- A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization
- An affine scaling method for optimization problems with polyhedral constraints
- Analysis of some interior point continuous trajectories for convex programming
- Hessian barrier algorithms for non-convex conic optimization
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