Interior point techniques in optimization. Complementarity, sensitivity and algorithms

zbMath0886.90098MaRDI QIDQ1353364

Benjamin Jansen

Publication date: 29 April 1997

Published in: Applied Optimization (Search for Journal in Brave)

zbMATH Keywords

sensitivity; linear complementarity; semidefinite programming; smallest eigenvalue; duality theory; polynomial complexity; complementarity; nonlinear complementarity; interior point techniques; primal-dual Dikin-affine scaling algorithm; target-following approach

Mathematics Subject Classification ID

90C60: Abstract computational complexity for mathematical programming problems

90C31: Sensitivity, stability, parametric optimization

90C05: Linear programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

90-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming

Related Items

LPAKO: A Simplex-based Linear Programming Program, A new primal-dual interior-point algorithm for convex quadratic optimization, On the complexity of a combined homotopy interior method for convex programming, Long-step interior-point algorithms for a class of variational inequalities with monotone operators, Polynomial primal-dual cone affine scaling for semidefinite programming, Examples of ill-behaved central paths in convex optimization

Uses Software

• LOQO
• LINDO
• AIMMS
• GAMS