Finding an interior point in the optimal face of linear programs
From MaRDI portal
Publication:1319020
DOI10.1007/BF01585180zbMath0803.90089MaRDI QIDQ1319020
Publication date: 3 January 1995
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Related Items
Interior-point methods: Worst case and average case analysis of a phase-I algorithm and a termination procedure., A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming, Asymptotic convergence in a generalized predictor-corrector method, A stable primal-dual approach for linear programming under nondegeneracy assumptions, Unnamed Item, Finding a maximal element of a non-negative convex set through its characteristic cone: an application to finding a strictly complementary solution, ON THE PROPERTIES OF ∊-SENSITIVITY ANALYSIS FOR LINEAR PROGRAMMING, Fairness and the set of optimal rankings for the linear ordering problem, A simplified homogeneous and self-dual linear programming algorithm and its implementation, A lower bound on the number of iterations of long-step primal-dual linear programming algorithms, A general parametric analysis approach and its implication to sensitivity analysis in interior point methods, Finite termination of a Newton-type algorithm for a class of affine variational inequality problems, Facial Reduction and Partial Polyhedrality, Activity propagation in systems of linear inequalities and its relation to block-coordinate descent in linear programs, A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation, A new kind of simple kennel function yielding good iteration bounds for primal-dual interior-point methods, Bi-parametric optimal partition invariancy sensitivity analysis in linear optimization, Finite termination of a Newton-type algorithm based on a new class of smoothing functions for the affine variational inequality problem, On the finite convergence of Newton-type methods for \(P_{0}\) affine variational inequalities, A path to the Arrow-Debreu competitive market equilibrium, Fortran subroutines for network flow optimization using an interior point algorithm, Relaxing the strong triadic closure problem for edge strength inference, POSITIVE SENSITIVITY ANALYSIS IN LINEAR PROGRAMMING, Interior Point Methods for Nonlinear Optimization, On the finite convergence of interior-point algorithms for linear programming, On free variables in interior point methods, An easy way to teach interior-point methods., Branching on hyperplane methods for mixed integer linear and convex programming using adjoint lattices, Symbolic implementation of interior point method for linear programming problem, Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity, Finite termination of a smoothing-type algorithm for the monotone affine variational inequality problem, A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution, The rankability of weighted data from pairwise comparisons, Fast Algorithms for Rank-1 Bimatrix Games, Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming, A new class of polynomial primal-dual methods for linear and semidefinite optimization, Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones, Degeneracy in interior point methods for linear programming: A survey, The Rankability of Data, On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems, Active-set prediction for interior point methods using controlled perturbations
Uses Software
Cites Work
- On the finite convergence of interior-point algorithms for linear programming
- Convergence behavior of interior-point algorithms
- An algorithm for linear programming which requires \(O(((m+n)n^ 2+(m+n)^{1.5}n)L)\) arithmetic operations
- 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
- A geometric view of parametric linear programming
- Solving symmetric indefinite systems in an interior-point method for linear programming
- A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
- A Strongly Polynomial Algorithm to Solve Combinatorial Linear Programs
- Quadratic Convergence in a Primal-Dual Method
- A Low Complexity Interior-Point Algorithm for Linear Programming
- On Finding Primal- and Dual-Optimal Bases
- Implementing the Simplex Method: The Initial Basis
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
- A Study of Indicators for Identifying Zero Variables in Interior-Point Methods
- Unnamed Item
- Unnamed Item
- Unnamed Item
