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 convergencequadratic convergencescalinggradient projection algorithmlinear constraintsinterior point algorithmpotential reduction algorithm

Mathematics Subject Classification ID

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

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Cited in

(20)

• scientific article; zbMATH DE number 4031392 (Why is no real title available?)
• An interior-point algorithm for solving inverse linear optimization problem
• A first-order interior-point method for linearly constrained smooth optimization
• Determination of an interior feasible point for a system of linear constraints
• scientific article; zbMATH DE number 653035 (Why is no real title available?)
• Linearly constrained optimization
• scientific article; zbMATH DE number 5968557 (Why is no real title available?)
• A quadratically convergent scaling newton’s method for nonlinear programming problems
• A regularized interior-point method for constrained linear least squares
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• Search for feasible solutions by interior point algorithms
• A potential reduction algorithm for linearly constrained convex programming
• Extension of a projective interior point method for linearly constrained convex programming
• scientific article; zbMATH DE number 1489799 (Why is no real title available?)
• Partial Affine-Scaling for Linearly Constrained Minimization
• scientific article; zbMATH DE number 4128318 (Why is no real title available?)
• Optimized choice of parameters in interior-point methods for linear programming
• A Low Complexity Interior-Point Algorithm for Linear Programming
• scientific article; zbMATH DE number 1474676 (Why is no real title available?)
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