Path-Following Methods for Linear Programming
From MaRDI portal
Recommendations
- On the generalized path-following methods for linear programming
- A path-following version of the Todd-Burrell procedure for linear programming
- Weighted-path-following algorithm for linear programming
- A weighted-path-following method for linear optimization
- A Path-Following Algorithm for Linear Programming Using Quadratic and Logarithmic Penalty Functions
- scientific article; zbMATH DE number 1047676
- A path following algorithm for a class of convex programming problems
- A Path-Following Projective Interior Point Method for Linear Programming
- Path following in the exact penalty method of convex programming
- A weighted path-following method for linearly constrained convex programming
Cited in
(only showing first 100 items - show all)- A polynomial-time algorithm for linear optimization based on a new class of kernel functions
- Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming
- Estimating the complexity of a class of path-following methods for solving linear programs by curvature integrals
- New theoretical results on recursive quadratic programming algorithms
- A new neural network for solving linear programming problems
- Using an interior point method for the master problem in a decomposition approach
- Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming
- Condition measures and properties of the central trajectory of a linear program
- Warm start of the primal-dual method applied in the cutting-plane scheme
- Primal-dual-infeasible Newton approach for the analytic center deep-cutting plane method
- The role of the augmented system in interior point methods
- Interior-point methods with decomposition for solving large-scale linear programs
- Degeneracy in interior point methods for linear programming: A survey
- Modified predictor-corrector algorithm for locating weighted centers in linear programming
- Controlled dual perturbations for central path trajectories in geometric programming
- Primal-dual algorithms for linear programming based on the logarithmic barrier method
- Asymptotic analysis of the exponential penalty trajectory in linear programming
- Some properties of the Hessian of the logarithmic barrier function
- Scaling, shifting and weighting in interior-point methods
- A primal-dual interior point method whose running time depends only on the constraint matrix
- Potential-reduction methods in mathematical programming
- Fast convergence of the simplified largest step path following algorithm
- Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
- Volumetric path following algorithms for linear programming
- Fast Cholesky factorization for interior point methods of linear programming
- The largest step path following algorithm for monotone linear complementarity problems
- Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems
- Convergence of the dual variables for the primal affine scaling method with unit steps in the homogeneous case
- A path-following version of the Todd-Burrell procedure for linear programming
- Coupling the proximal point algorithm with approximation methods
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Symbiosis between linear algebra and optimization
- 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
- An interactive interior point algorithm for multiobjective linear programming problems
- An \(\varepsilon\)-sensitivity analysis in the primal-dual interior point method
- The challenges of estimating the impact of distributed energy resources flexibility on the TSO/DSO boundary node operating points
- A noninterior path following algorithm for solving a class of multiobjective programming problems
- Examples of ill-behaved central paths in convex optimization
- An interior point potential reduction method for constrained equations
- Multiple centrality corrections in a primal-dual method for linear programming
- On the construction of strong complementarity slackness solutions for DEA linear programming problems using a primal-dual interior-point method
- Analytic centers and repelling inequalities
- The convergence of an interior-point method using modified search directions in final iterations
- On controlling the parameter in the logarithmic barrier term for convex programming problems
- Primal-dual target-following algorithms for linear programming
- A lower bound on the number of iterations of long-step primal-dual linear programming algorithms
- The Newton modified barrier method for QP problems
- New complexity results for the Iri-Imai method
- New infeasible interior-point algorithm based on monomial method
- A cutting plane method from analytic centers for stochastic programming
- A primal-dual potential reduction method for problems involving matrix inequalities
- An interior-proximal method for convex linearly constrained problems and its extension to variational inequalities
- Primal-dual methods for linear programming
- Linear programming, complexity theory and elementary functional analysis
- Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- Dual versus primal-dual interior-point methods for linear and conic programming
- Generation of degenerate linear programming problems
- Improved complexity results on solving real-number linear feasibility problems
- A Frisch-Newton algorithm for sparse quantile regression
- Piecewise linear regularized solution paths
- Path-following barrier and penalty methods for linearly constrained problems
- Affine scaling with degenerate linear programming problems
- Interior hybrid proximal extragradient methods for the linear monotone complementarity problem
- Complexity analysis of interior point methods for linear programming based on a parameterized kernel function
- A PRIMAL-DUAL INTERIOR-POINT ALGORITHM BASED ON A NEW KERNEL FUNCTION
- A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
- Global convergence analysis of the aggregate constraint homotopy method for nonlinear programming problems with both inequality and equality constraints
- Crash start of interior point methods
- scientific article; zbMATH DE number 4199964 (Why is no real title available?)
- An analytic center cutting plane algorithm for finding equilibrium points
- Basic ANM algorithms for path following problems
- Strict quasi-concavity and the differential barrier property of gauges in linear programming
- Rescaled proximal methods for linearly constrained convex problems
- Generic Primal-dual Interior Point Methods Based on a New Kernel Function
- A note on the convergence of an inertial version of a diagonal hybrid projection-point algorithm
- scientific article; zbMATH DE number 4126998 (Why is no real title available?)
- scientific article; zbMATH DE number 1336278 (Why is no real title available?)
- scientific article; zbMATH DE number 503304 (Why is no real title available?)
- Dual convergence for penalty algorithms in convex programming
- Interior-point methods for linear optimization based on a kernel function with a trigonometric barrier term
- scientific article; zbMATH DE number 1047676 (Why is no real title available?)
- An interior-exterior approach for convex quadratic programming
- scientific article; zbMATH DE number 1085271 (Why is no real title available?)
- 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
- Equivalent formulae for the supremum and stability of weighted pseudoinverses
- Interior point methods 25 years later
- A primal‐dual interior-point method for linear optimization based on a new proximity function
- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- scientific article; zbMATH DE number 1971715 (Why is no real title available?)
- A circular cone relaxation primal interior point algorithm for LP
- Perturbed path following predictor-corrector interior point algorithms
- Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization
- A unified complexity analysis of interior point methods for semidefinite problems based on trigonometric kernel functions
- Path-Following Method to Determine the Field of Values of a Matrix with High Accuracy
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- On the generalized path-following methods for linear programming
- The interior-point revolution in optimization: History, recent developments, and lasting consequences
- A New Infinity-Norm Path Following Algorithm for Linear Programming
This page was built for publication: Path-Following Methods for Linear Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4016916)
