On finding a vertex solution using interior point methods
From MaRDI portal
Publication:1174841
DOI10.1016/0024-3795(91)90277-4zbMATH Open0737.65050OpenAlexW2078519610MaRDI QIDQ1174841FDOQ1174841
Publication date: 25 June 1992
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(91)90277-4
Recommendations
- scientific article; zbMATH DE number 434731
- Interior proximal point algorithm for linear programs
- Finding an interior point in the optimal face of linear programs
- Determination of optimal vertices from feasible solutions in unimodular linear programming
- An interior point method for linear programming
linear programmingsimplex methodprimal-dual interior-point methodcontrolled random perturbationperturbed linear programvertex solution
Cites Work
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- On the Implementation of a Primal-Dual Interior Point Method
- Title not available (Why is that?)
- An Implementation of a Primal-Dual Interior Point Method for Linear Programming
- Title not available (Why is that?)
- Computational experience with a primal-dual interior point method for linear programming
- An implementation of Karmarkar's algorithm for linear programming
- Title not available (Why is that?)
- Computational experience with a dual affine variant of Karmarkar's method for linear programming
- Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
- Further Development of a Primal-Dual Interior Point Method
- Implementations of Affine Scaling Methods: Approximate Solutions of Systems of Linear Equations Using Preconditioned Conjugate Gradient Methods
- Superlinear and quadratic convergence of primal-dual interior-point methods for linear programming revisited
- A Self-Correcting Version of Karmarkar’s Algorithm
Cited In (20)
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Mehrotra-type predictor-corrector algorithm revisited
- On the finite convergence of interior-point algorithms for linear programming
- An \(O(\sqrt nL)\) iteration primal-dual second-order corrector algorithm for linear programming
- Degeneracy in interior point methods for linear programming: A survey
- Recovering an optimal LP basis from an interior point solution
- Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms
- Symmetric indefinite systems for interior point methods
- A Mehrotra type predictor-corrector interior-point algorithm for linear programming
- Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming
- Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems
- Search for feasible solutions by interior point algorithms
- A finite termination Mehrotra-type predictor-corrector algorithm
- An O(r(cond(G))1/4log¼ϵ−1) iteration predictor–corrector interior-point method with a new one-norm neighbourhood for symmetric cone optimization
- Selected bibliography on degeneracy
- Asymptotic convergence in a generalized predictor-corrector method
- Cubically convergent method for locating a nearby vertex in linear programming
- Multiple centrality corrections in a primal-dual method for linear programming
- On complexity of a new Mehrotra-type interior point algorithm for \(P_\ast(\kappa )\) linear complementarity problems
- Finding the closest extreme vertex to a fixed point
Uses Software
This page was built for publication: On finding a vertex solution using interior point methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1174841)