Interior dual proximal point algorithm for linear programs

DOI10.1016/0377-2217(94)90031-0MaRDI QIDQ1333478zbMATH OpenOpenAlexFDO

Authors Rudy Setiono

Publication date 17 April 1995

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL http://digital.library.wisc.edu/1793/59188

zbMATH Keywords

global convergenceinterior point methodbarrier methods

Mathematics Subject Classification ID

Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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• Dual interior point algorithms
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Cites work

• scientific article; zbMATH DE number 4063877 (Why is no real title available?)
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• scientific article; zbMATH DE number 554736 (Why is no real title available?)
• scientific article; zbMATH DE number 3308846 (Why is no real title available?)
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• A new polynomial-time algorithm for linear programming
• A simple complexity proof for a polynomial-time linear programming algorithm
• A stable theorem of the alternative: An extension of the Gordan theorem
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• An implementation of Karmarkar's algorithm for linear programming
• Computational experience with a dual affine variant of Karmarkar's method for linear programming
• Computational experience with a primal-dual interior point method for linear programming
• Enlarging the region of convergence of Newton's method for constrained optimization
• Further Development of a Primal-Dual Interior Point Method
• Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
• Interior proximal point algorithm for linear programs
• Monotone Operators and the Proximal Point Algorithm
• Yale sparse matrix package I: The symmetric codes

Cited in

(15)

• A self-adjusting primal–dual interior point method for linear programs
• Implementing proximal point methods for linear programming
• An Interior Point Method for Bordered Block-Diagonal Linear Programs
• Interior Dual Least 2-Norm Algorithm for Linear Programs
• A primal-dual regularized interior-point method for convex quadratic programs
• A DUAL INTERIOR PRIMAL SIMPLEX METHOD FOR LINEAR PROGRAMMING METHOD
• scientific article; zbMATH DE number 2208705 (Why is no real title available?)
• Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
• Interior dual proximal point algorithm using preconditioned conjugate gradient †
• The adventures of a simple algorithm
• An ADMM-based interior-point method for large-scale linear programming
• Dual interior point algorithms
• Interior proximal algorithm for quasiconvex programming problems and variational inequalities with linear constraints
• scientific article; zbMATH DE number 1801375 (Why is no real title available?)
• Lagrangian Dual Interior-Point Methods for Semidefinite Programs

Describes a project that uses

Uses Software

• YSMP
• MINOS
• KORBX

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