Interior-point algorithms for global optimization
Computational methods for problems pertaining to operations research and mathematical programming (90-08) Integer programming (90C10) Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Abstract computational complexity for mathematical programming problems (90C60)
Interior-point algorithms are considered for nonconvex quadratic programming problems of the form \[ \text{ minimize } x^ TQx+c^ Tx,\text{ subject to } Ax=b,\quad x\geq 0, \] where \(Q\in R^{n\times n}\), \(c\in R^ n\), \(A\in R^{m\times n}\) and \(b\in R^ m\). The linear complementarity problem and integer programming are also discussed in a similar context. Complexity is discussed.
- On some efficient interior point methods for nonlinear convex programming
- On some interior-point algorithms for nonconvex quadratic optimization
- scientific article; zbMATH DE number 1942620
- On affine scaling algorithms for nonconvex quadratic programming
- An interior-point algorithm for nonconvex nonlinear programming
- A Centered Projective Algorithm for Linear Programming
- A class of linear complementarity problems solvable in polynomial time
- A General Quadratic Programming Algorithm
- A new continuation method for complementarity problems with uniform P- functions
- A new polynomial-time algorithm for linear programming
- A polynomial-time algorithm for a class of linear complementarity problems
- A polynomial-time algorithm, based on Newton's method, for linear programming
- An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
- An Algorithm for Global Minimization of Linearly Constrained Concave Quadratic Functions
- An interior point algorithm to solve computationally difficult set covering problems
- An interior point potential reduction algorithm for the linear complementarity problem
- Bimatrix Equilibrium Points and Mathematical Programming
- Checking local optimality in constrained quadratic programming is NP- hard
- Complementary pivot theory of mathematical programming
- Computational experience with an interior point algorithm on the satisfiability problem
- Computing a Trust Region Step
- Computing Optimal Locally Constrained Steps
- Constrained global optimization: algorithms and applications
- Efficient Heuristic Procedures for Integer Linear Programming with an Interior
- scientific article; zbMATH DE number 3644821 (Why is no real title available?)
- scientific article; zbMATH DE number 3677572 (Why is no real title available?)
- scientific article; zbMATH DE number 193411 (Why is no real title available?)
- scientific article; zbMATH DE number 3639144 (Why is no real title available?)
- scientific article; zbMATH DE number 3446698 (Why is no real title available?)
- scientific article; zbMATH DE number 3301975 (Why is no real title available?)
- Interior path following primal-dual algorithms. I: Linear programming
- Linear complementarity problems solvable by A single linear program
- Newton-type methods for unconstrained and linearly constrained optimization
- On the solution of concave knapsack problems
- Polyhedral sets having a least element
- Some NP-complete problems in quadratic and nonlinear programming
- Sufficient matrices and the linear complementarity problem
- The Nonlinear Geometry of Linear Programming. I Affine and Projective Scaling Trajectories
- The Simplex Method for Quadratic Programming
- An interior point algorithm to solve computationally difficult set covering problems
- On affine scaling algorithms for nonconvex quadratic programming
- On some interior-point algorithms for nonconvex quadratic optimization
- An interior point algorithm for global optimal solutions and KKT points
- scientific article; zbMATH DE number 1047685 (Why is no real title available?)
- scientific article; zbMATH DE number 2143182 (Why is no real title available?)
- Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
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