Convergence of the primal-dual Newton method for linear programming problems

MaRDI QIDQ5932901zbMATH OpenFDO

Authors V. G. Zhadan

Publication date 18 June 2001

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

linear programmingprimal-dual Newton methodsteepest descent

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Methods of quasi-Newton type (90C53)

Recommendations

• Primal-dual Newton method for linear programming problems
• On convergence of the dual Newton method for a linear semidefinite programming problem
• Primal Newton method for the linear cone programming problem
• On a primal-dual Newton proximal method for convex quadratic programs
• Large-Scale Scientific Computing
• scientific article; zbMATH DE number 1538165
• Primal-dual Newton's method with steepest descent for linear programming
• New complexity analysis of the primal-dual Newton method for linear optimization
• Some convergence results for primal-dual interior point algorithm for linear programming
• On the linear convergence of the general first order primal-dual algorithm

Cited in

(15)

• Primal Newton method for the linear cone programming problem
• Primal-dual Newton's method with steepest descent for linear programming
• Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations
• Primal convergence from dual subgradient methods for convex optimization
• Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction
• Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: iterative process
• Convergence analysis of approximate primal solutions in dual first-order methods
• A semilocal convergence analysis for Newton LP methods
• scientific article; zbMATH DE number 5778001 (Why is no real title available?)
• scientific article; zbMATH DE number 1120265 (Why is no real title available?)
• Convergence rate of primal dual reciprocal Barrier Newton interior-point methods
• On convergence of the dual Newton method for a linear semidefinite programming problem
• Convergence to Second-Order Stationary Points of a Primal-Dual Algorithm Model for Nonlinear Programming
• scientific article; zbMATH DE number 7668280 (Why is no real title available?)
• Primal-dual Newton method for linear programming problems

This page was built for publication: Convergence of the primal-dual Newton method for linear programming problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5932901)