On some efficient interior point methods for nonlinear convex programming
From MaRDI portal
Publication:1174840
DOI10.1016/0024-3795(91)90274-ZzbMath0741.65052WikidataQ114852076 ScholiaQ114852076MaRDI QIDQ1174840
Publication date: 25 June 1992
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
complexity; quadratic programming; interior-point algorithms; path-following algorithm; potential reduction algorithm; linearly constrained convex programming
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C20: Quadratic programming
Related Items
A generalized interior-point barrier function approach for smooth convex programming with linear constraints, Asymptotic analysis of a path-following barrier method for linearly constrained convex problems*, Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem, A second order affine scaling algorithm for the geometric programming dual with logarithmic barrier, Perturbed path following predictor-corrector interior point algorithms, An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming, Method of centers for minimizing generalized eigenvalues, Long-step primal path-following algorithm for monotone variational inequality problems, A primal-dual infeasible-interior-point algorithm for linear programming, Controlled dual perturbations for central path trajectories in geometric programming, A globally convergent primal-dual interior point algorithm for convex programming, A combined homotopy interior point method for general nonlinear programming problems, An infeasible interior-point algorithm for solving primal and dual geometric programs, Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems, A combined homotopy interior point method for convex nonlinear programming, On controlling the parameter in the logarithmic barrier term for convex programming problems, Solving linear systems involved in constrained optimization, On convex optimization with linear constraints, Interior-point methods for nonlinear complementarity problems
Cites Work
- Global ellipsoidal approximations and homotopy methods for solving convex analytic programs
- A new polynomial-time algorithm for linear programming
- A polynomial-time algorithm, based on Newton's method, for linear programming
- Interior path following primal-dual algorithms. I: Linear programming
- A polynomial-time algorithm for a class of linear complementarity problems
- Containing and shrinking ellipsoids in the path-following algorithm
- A Centered Projective Algorithm for Linear Programming
- An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
- The Projective SUMT Method for Convex Programming
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item