Interior-point methods for convex programming
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Publication:1205507
DOI10.1007/BF01371086zbMath0767.90063MaRDI QIDQ1205507
Publication date: 1 April 1993
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
interior point methodsself-concordanceellipsoidal approximationrelative Lipschitz conditiontwice continuously differentiable convex functionszero-order path-following method
Related Items (26)
Optimal ellipsoidal approximations around the analytic center ⋮ A generalized interior-point barrier function approach for smooth convex programming with linear constraints ⋮ Asymptotic analysis of the exponential penalty trajectory in linear programming ⋮ Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem ⋮ An interior-point method for multifractional programs with convex constraints ⋮ Potential reduction method for harmonically convex programming ⋮ Point-to-point iterative learning model predictive control ⋮ A combined homotopy interior point method for general nonlinear programming problems ⋮ Nonlinear coordinate representations of smooth optimization problems ⋮ Infinite-dimensional quadratic optimization: Interior-point methods and control applications ⋮ Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems ⋮ A combined homotopy interior point method for convex nonlinear programming ⋮ On the complexity of linear programming under finite precision arithmetic ⋮ A cutting plane algorithm for convex programming that uses analytic centers ⋮ A Self-Concordant Interior Point Approach for Optimal Control with State Constraints ⋮ A polynomial time infeasible interior-point arc-search algorithm for convex optimization ⋮ Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach ⋮ A polynomial path following algorithm for convex programming ⋮ A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming ⋮ Computation of the distance to semi-algebraic sets ⋮ Maintaining closeness to the analytic center of a polytope by perturbing added hyperplanes ⋮ A globally convergent interior point algorithm for non-convex nonlinear programming ⋮ An interior-point method for fractional programs with convex constraints ⋮ Method of centers for minimizing generalized eigenvalues ⋮ Long-step interior-point algorithms for a class of variational inequalities with monotone operators ⋮ Sparsity in convex quadratic programming with interior point methods
Cites Work
- Global ellipsoidal approximations and homotopy methods for solving convex analytic programs
- A polynomial-time algorithm, based on Newton's method, for linear programming
- On the complexity of following the central path of linear programs by linear extrapolation. II
- On the classical logarithmic barrier function method for a class of smooth convex programming problems
- On the convergence of the method of analytic centers when applied to convex quadratic programs
- On the Implementation of a Primal-Dual Interior Point Method
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
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