Scaling, shifting and weighting in interior-point methods
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- A modification of Karmarkar's linear programming algorithm
- A new polynomial-time algorithm for linear programming
- A variation on Karmarkar’s algorithm for solving linear programming problems
- Barrier Functions and Interior-Point Algorithms for Linear Programming with Zero-, One-, or Two-Sided Bounds on the Variables
- Modified barrier functions (theory and methods)
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- On the Implementation of a Primal-Dual Interior Point Method
- Path-Following Methods for Linear Programming
- Projective transformations for interior-point algorithms, and a superlinearly convergent algorithm for the w-center problem
- The Nonlinear Geometry of Linear Programming. II Legendre Transform Coordinates and Central Trajectories
- The convergence of a modified barrier method for convex programming
- Theoretical efficiency of a shifted-barrier-function algorithm for linear programming
Cited in
(4)- A scaled central path for linear programming
- Weighting by iteration: iterations of \(n\) variables means based on subdivisions of the standard \((n-1)\)-simplex
- Largest dual ellipsoids inscribed in dual cones
- Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
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