Convergence behavior of interior-point algorithms
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Cited in
(52)- Theory of semidefinite programming for sensor network localization
- Identifying an optimal basis in linear programming
- Stabilization of Mehrotra's primal-dual algorithm and its implementation
- Interior-point methods for nonlinear complementarity problems
- Constant potential primal-dual algorithms: A framework
- Characterizing the universal rigidity of generic frameworks
- A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties
- On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
- Input design for discrimination between classes of LTI models
- On the finite convergence of interior-point algorithms for linear programming
- On the convergence rate of Newton interior-point methods in the absence of strict complementarity
- Necessary and sufficient conditions of solution uniqueness in 1-norm minimization
- Initialization in semidefinite programming via a self-dual skew-symmetric embedding
- On the uniqueness of optimal strategies in symmetric matrix games
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- Recovering an optimal LP basis from an interior point solution
- Analytic centers and repelling inequalities
- A polynomial arc-search interior-point algorithm for convex quadratic programming
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- A primal-dual interior-point method for linear programming based on a weighted barrier function
- On self-regular IPMs (with comments and rejoinder)
- A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
- Substantiation of interior point algorithms
- Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
- On a class of interior point algorithms
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- Primal-dual path-following methods and the trust-region updating strategy for linear programming with noisy data
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- Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
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- A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems*
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- ON THE PROPERTIES OF ∊-SENSITIVITY ANALYSIS FOR LINEAR PROGRAMMING
- Identifying the optimal partition in convex quadratic programming
- A step-truncated method in a wide neighborhood interior-point algorithm for linear programming
- General central path and the largest step general central path following algorithm for linear programming
- Bi-parametric optimal partition invariancy sensitivity analysis in linear optimization
- A STUDY ON SENSITIVITY ANALYSIS FOR CONVEX QUADRATIC PROGRAMS
- Conic convex programming and self-dual embedding
- On the probabilistic complexity of finding an approximate solution for linear programming
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