Interior point methods of mathematical programming
From MaRDI portal
Recommendations
Cited in
(31)- Criss-cross methods: A fresh view on pivot algorithms
- Monotone variable-metric algorithm for linearly constrained nonlinear programming
- Symbiosis between linear algebra and optimization
- An interior point method for solving systems of linear equations and inequalities
- Interior-point methods
- How difficult is nonlinear optimization? A practical solver tuning approach, with illustrative results
- The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints
- Examples of ill-behaved central paths in convex optimization
- Interior point methods for equilibrium problems
- The complexity of self-regular proximity based infeasible IPMs
- A numerical method for solving linear non-autonomous systems based on linear programming
- A primal-dual decomposition algorithm for multistage stochastic convex programming
- A primal-proximal heuristic applied to the French unit-commitment problem
- An interior point algorithm for global optimal solutions and KKT points
- A full-step interior-point algorithm for linear complementarity problem based on a simple function
- Interior Point Methods for Nonlinear Optimization
- A Relative Robust Optimization Approach for Full Factorial Scenario Design of Data Uncertainty and Ambiguity
- scientific article; zbMATH DE number 1047674 (Why is no real title available?)
- scientific article; zbMATH DE number 1069182 (Why is no real title available?)
- Image labeling based on graphical models using Wasserstein messages and geometric assignment
- scientific article; zbMATH DE number 194636 (Why is no real title available?)
- scientific article; zbMATH DE number 1889340 (Why is no real title available?)
- Computing maximum likelihood estimators of a log-concave density function
- scientific article; zbMATH DE number 4185410 (Why is no real title available?)
- An easy way to teach interior-point methods.
- Refinement of Lagrangian bounds in optimization problems
- Efficient use of quantum linear system algorithms in inexact infeasible IPMs for linear optimization
- Semidefinite programming approximation for a matrix optimization problem over an uncertain linear system
- Indefinite linearized augmented Lagrangian method for convex programming with linear inequality constraints
- A DRS-based path-following algorithm for linear programming
- On the complexity of a combined homotopy interior method for convex programming
This page was built for publication: Interior point methods of mathematical programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1353361)
