Scaling, shifting and weighting in interior-point methods

DOI10.1007/BF01299206MaRDI QIDQ1342881zbMATH OpenOpenAlexFDO

Authors Michael J. Todd

Publication date 15 January 1995

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01299206

zbMATH Keywords

interior-point methodsscaling, shifting and weighting strategies

Mathematics Subject Classification ID

Linear programming (90C05)

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Cites work

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• A variation on Karmarkar’s algorithm for solving linear programming problems
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• Modified barrier functions (theory and methods)
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• On the Implementation of a Primal-Dual Interior Point Method
• Path-Following Methods for Linear Programming
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• 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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