Path-Following Methods for Linear Programming
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Cited in
(only showing first 100 items - show all)- Analysis of some interior point continuous trajectories for convex programming
- Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems
- Using an interior point method for the master problem in a decomposition approach
- Interior-point methods with decomposition for solving large-scale linear programs
- A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
- Interior hybrid proximal extragradient methods for the linear monotone complementarity problem
- Potential-reduction methods in mathematical programming
- New theoretical results on recursive quadratic programming algorithms
- A note on the convergence of an inertial version of a diagonal hybrid projection-point algorithm
- Complexity analysis of interior point methods for linear programming based on a parameterized kernel function
- Hybrid extragradient proximal algorithm coupled with parametric approximation and penalty/barrier methods
- A lower bound on the number of iterations of long-step primal-dual linear programming algorithms
- Interior point methods are not worse than simplex
- Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity
- A step-truncated method in a wide neighborhood interior-point algorithm for linear programming
- General central path and the largest step general central path following algorithm for linear programming
- scientific article; zbMATH DE number 1085271 (Why is no real title available?)
- Dual versus primal-dual interior-point methods for linear and conic programming
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Improved complexity results on solving real-number linear feasibility problems
- Basic ANM algorithms for path following problems
- A Frisch-Newton algorithm for sparse quantile regression
- Optimization algorithms in the cone of central path
- Generic Primal-dual Interior Point Methods Based on a New Kernel Function
- Equivalent formulae for the supremum and stability of weighted pseudoinverses
- An interior point potential reduction method for constrained equations
- Dual convergence for penalty algorithms in convex programming
- scientific article; zbMATH DE number 1971715 (Why is no real title available?)
- An interior point algorithm for convex quadratic programming with strict equilibrium constraints
- Une procédure de purification pour les problèmes de complémentarité linéaire, monotones
- On Long Step Path Following and SUMT for Linear and Quadratic Programming
- Interior point methods 25 years later
- A primal‐dual interior-point method for linear optimization based on a new proximity function
- scientific article; zbMATH DE number 4126998 (Why is no real title available?)
- Fast Cholesky factorization for interior point methods of linear programming
- On the generalized path-following methods for linear programming
- Rescaled proximal methods for linearly constrained convex problems
- Fast convergence of the simplified largest step path following algorithm
- The largest step path following algorithm for monotone linear complementarity problems
- A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
- Scaling, shifting and weighting in interior-point methods
- An \(\varepsilon\)-sensitivity analysis in the primal-dual interior point method
- A numerical implementation of an interior point methods for linear programming based on a new kernel function
- Two simple proofs for analyticity of the central path in linear programming.
- scientific article; zbMATH DE number 1047676 (Why is no real title available?)
- Primal-dual target-following algorithms for linear programming
- A primal-dual potential reduction method for problems involving matrix inequalities
- Symbiosis between linear algebra and optimization
- An interactive interior point algorithm for multiobjective linear programming problems
- Path-Following Method to Determine the Field of Values of a Matrix with High Accuracy
- A New Infinity-Norm Path Following Algorithm for Linear Programming
- The convergence of an interior-point method using modified search directions in final iterations
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- Path-following barrier and penalty methods for linearly constrained problems
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- Convergence of the dual variables for the primal affine scaling method with unit steps in the homogeneous case
- Warm start of the primal-dual method applied in the cutting-plane scheme
- An O( nL) iteration primal-dual second-order corrector algorithm for linear programming
- Piecewise linear regularized solution paths
- Generation of degenerate linear programming problems
- A circular cone relaxation primal interior point algorithm for LP
- Degeneracy in interior point methods for linear programming: A survey
- An interior-exterior approach for convex quadratic programming
- A hybrid branch-and-bound and evolutionary approach for allocating strings of applications to heterogeneous distributed computing systems
- Stochastic robustness metric and its use for static resource allocations
- Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
- A new neural network for solving linear programming problems
- Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems
- Some properties of the Hessian of the logarithmic barrier function
- A noninterior path following algorithm for solving a class of multiobjective programming problems
- Analytic centers and repelling inequalities
- Affine scaling with degenerate linear programming problems
- Set-limited functions and polynomial-time interior-point methods
- Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming
- Primal-dual-infeasible Newton approach for the analytic center deep-cutting plane method
- An infeasible-start path-following method for monotone LCPs
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Global convergence analysis of the aggregate constraint homotopy method for nonlinear programming problems with both inequality and equality constraints
- Interior-point methods for linear optimization based on a kernel function with a trigonometric barrier term
- A strong bound on the integral of the central path curvature and its relationship with the iteration-complexity of primal-dual path-following LP algorithms
- A cutting plane method from analytic centers for stochastic programming
- A polynomial-time algorithm for linear optimization based on a new class of kernel functions
- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- The interior-point revolution in optimization: History, recent developments, and lasting consequences
- An affine scaling algorithm for biobjective linear programming
- Primal-dual path-following methods and the trust-region updating strategy for linear programming with noisy data
- On the construction of strong complementarity slackness solutions for DEA linear programming problems using a primal-dual interior-point method
- Primal-dual methods for linear programming
- Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
- Perturbed path following predictor-corrector interior point algorithms
- The challenges of estimating the impact of distributed energy resources flexibility on the TSO/DSO boundary node operating points
- An interior-point algorithm for linear optimization based on a new barrier function
- On the Use of Duality and Pricing Criteria in the Generalized‐simplex Method
- Estimating the complexity of a class of path-following methods for solving linear programs by curvature integrals
- Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization
- Condition measures and properties of the central trajectory of a linear program
- The role of the augmented system in interior point methods
- A numerical study of an infeasible primal-dual path-following algorithm for linear programming
- Strict quasi-concavity and the differential barrier property of gauges in linear programming
- An analytic center cutting plane algorithm for finding equilibrium points
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