A new and efficient large-update interior-point method for linear optimization
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- An efficient hyperbolic kernel function yielding the best known iteration bounds for linear programming
- Complexity analysis of primal-dual interior-point methods for convex quadratic programming based on a new twice parameterized kernel function
- Primal-dual entropy-based interior-point algorithms for linear optimization
- On complexity analysis of the primal-dual interior-point method for semidefinite optimization problem based on a new proximity function
- The modified interior point algorithm for linear optimization
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