A globally convergent primal-dual interior point algorithm for convex programming
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Cited in
(20)- A globally convergent interior point algorithm for non-convex nonlinear programming
- SICOpt: Solution approach for nonlinear integer stochastic programming problems
- On the convergence rate of the duality gap in a symmetric primal-dual potential reduction algorithm
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach
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- An interior point potential reduction method for constrained equations
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- An interior trust region algorithm for solving linearly constrained nonlinear optimization
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- An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
- A new primal-dual path-following interior-point algorithm for linearly constrained convex optimization
- A circular cone relaxation primal interior point algorithm for LP
- A globally convergent regularized interior point method for constrained optimization
- Analysis of some interior point continuous trajectories for convex programming
- A potential reduction algorithm for linearly constrained convex programming
- A polynomial time infeasible interior-point arc-search algorithm for convex optimization
- An arc-search interior-point algorithm for nonlinear constrained optimization
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