Scaling, shifting and weighting in interior-point methods

DOI10.1007/BF01299206zbMATH Open0924.90112OpenAlexW2077516534MaRDI QIDQ1342881FDOQ1342881

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

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zbMATH Keywords

interior-point methodsscaling, shifting and weighting strategies

Mathematics Subject Classification ID

Linear programming (90C05)

Cites Work

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• On the Implementation of a Primal-Dual Interior Point Method
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• A new polynomial-time algorithm for linear programming
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• Modified barrier functions (theory and methods)
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• Theoretical efficiency of a shifted-barrier-function algorithm for linear programming
• Projective transformations for interior-point algorithms, and a superlinearly convergent algorithm for the w-center problem
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• Path-Following Methods for Linear Programming
• The convergence of a modified barrier method for convex programming
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• The Nonlinear Geometry of Linear Programming. II Legendre Transform Coordinates and Central Trajectories
• A variation on Karmarkar’s algorithm for solving linear programming problems
• A modification of Karmarkar's linear programming algorithm
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• Barrier Functions and Interior-Point Algorithms for Linear Programming with Zero-, One-, or Two-Sided Bounds on the Variables

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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