On central-path proximity measures in interior-point methods

DOI10.1007/S10957-005-6541-XMaRDI QIDQ850820zbMATH OpenOpenAlexFDO

Authors María D. González-Lima, C. Roos

Publication date 6 November 2006

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-005-6541-x

zbMATH Keywords

central pathPrimal-dual interior-point methodsproximity measures.

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

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Cites work

• An Interior Point Algorithm for Large-Scale Nonlinear Programming
• An interior-point algorithm for nonconvex nonlinear programming
• DEA/AR profit ratios and sensitivity of 100 large U. S. banks
• New complexity analysis of the primal-dual Newton method for linear optimization
• Numerical comparisons of path-following strategies for a primal-dual interior-point method for nonlinear programming
• On Effectively Computing the Analytic Center of the Solution Set by Primal-Dual Interior-Point Methods
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• On central-path proximity measures in interior-point methods
• On the construction of strong complementarity slackness solutions for DEA linear programming problems using a primal-dual interior-point method
• On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming

Cited in

(3)

• Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization
• On central-path proximity measures in interior-point methods
• A Newton-like method for nonlinear system of equations

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Uses Software

• PCx

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