An Interior-Point Algorithm for Linearly Constrained Optimization

DOI10.1137/0802023MaRDI QIDQ4018838zbMATH OpenOpenAlexFDO

Authors Stephen J. Wright

Publication date 16 January 1993

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/26e5001cd129e85ffc72e5b86e6cc913828cfbad

zbMATH Keywords

global convergencegradient projection algorithminterior point algorithmlinear constraintspotential reduction algorithmquadratic convergencescaling

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cited in

(21)

• Linearly constrained optimization
• Determination of an interior feasible point for a system of linear constraints
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• Optimized choice of parameters in interior-point methods for linear programming
• An interior-point algorithm for solving inverse linear optimization problem
• Search for feasible solutions by interior point algorithms
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• A Low Complexity Interior-Point Algorithm for Linear Programming
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• Partial Affine-Scaling for Linearly Constrained Minimization
• A quadratically convergent scaling newton’s method for nonlinear programming problems
• A first-order interior-point method for linearly constrained smooth optimization
• A regularized interior-point method for constrained linear least squares
• A potential reduction algorithm for linearly constrained convex programming
• Extension of a projective interior point method for linearly constrained convex programming

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