A projected‐steepest‐descent potential‐reduction algorithm for convex programming problems

DOI10.1002/NLA.389MaRDI QIDQ5492637zbMATH OpenOpenAlexWikidataFDO

Authors Yixun Shi

Publication date 16 October 2006

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.389

zbMATH Keywords

algorithmconvex programmingefficiencyinterior point methodnumerical examplesprimal-dual potential reduction methodsteepest descent method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complexity and performance of numerical algorithms (65Y20) Convex programming (90C25) Interior-point methods (90C51)

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Cites work

• scientific article; zbMATH DE number 446510 (Why is no real title available?)
• Matrix Balancing on a Massively Parallel Connection Machine

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(5)

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• On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming
• scientific article; zbMATH DE number 2110459 (Why is no real title available?)
• A new potential reduction algorithm for smooth convex programming
• A combination of potential reduction steps and steepest descent steps for solving convex programming problems

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