A globally convergent primal-dual interior point algorithm for convex programming
From MaRDI portal
Publication:1330897
DOI10.1007/BF01582568zbMath0820.90086MaRDI QIDQ1330897
Publication date: 10 August 1994
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
convergence analysisglobal convergenceinterior-point methodsKarmarkar's algorithmArmijo stepsize rulelinearly constrained convex programmingprimal-dual interior point algorithmspotential reduction algorithms
Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items
Analysis of some interior point continuous trajectories for convex programming, A polynomial time infeasible interior-point arc-search algorithm for convex optimization, A potential reduction algorithm for linearly constrained convex programming, An interior trust region algorithm for solving linearly constrained nonlinear optimization, An interior point potential reduction method for constrained equations, A new primal-dual path-following interior-point algorithm for linearly constrained convex optimization, SICOpt: Solution approach for nonlinear integer stochastic programming problems, Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach, An interior point parameterized central path following algorithm for linearly constrained convex programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new polynomial-time algorithm for linear programming
- An \(O(n^ 3L)\) potential reduction algorithm for linear programming
- 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
- Interior path following primal-dual algorithms. II: Convex quadratic programming
- A polynomial-time algorithm for a class of linear complementarity problems
- On some efficient interior point methods for nonlinear convex programming
- An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
- A unified approach to interior point algorithms for linear complementarity problems: A summary
- Dual to primal conversion in geometric programming
- On the classical logarithmic barrier function method for a class of smooth convex programming problems
- Global linear convergence of a path-following algorithm for some monotone variational inequality problems
- Global convergence of Rosen's gradient projection method
- Theoretical convergence of large-step primal-dual interior point algorithms for linear programming
- A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
- A Centered Projective Algorithm for Linear Programming
- PRACTICAL POLYNOMIAL TIME ALGORITHMS FOR LINEAR COMPLEMENTARITY PROBLEMS
- An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
- Iterative Descent Algorithms for a Row Sufficient Linear Complementarity Problem
- Homotopy Continuation Methods for Nonlinear Complementarity Problems
- A path following algorithm for a class of convex programming problems
- A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems
- Classes of functions and feasibility conditions in nonlinear complementarity problems
- A Quadratically Convergent Polynomial Algorithm for Solving Entropy Optimization Problems
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
- A Polynomial Barrier Algorithm for Linearly Constrained Convex Programming Problems
- Existence of Interior Points and Interior Paths in Nonlinear Monotone Complementarity Problems
- Convex Analysis
- Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems