A quadratically convergent O( n\;L)-iteration algorithm for linear programming
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- scientific article; zbMATH DE number 3717147 (Why is no real title available?)
- scientific article; zbMATH DE number 4197741 (Why is no real title available?)
- scientific article; zbMATH DE number 4197742 (Why is no real title available?)
- A Study of Indicators for Identifying Zero Variables in Interior-Point Methods
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- On the finite convergence of interior-point algorithms for linear programming
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(59)- A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils
- On the convergence of primal-dual interior-point methods with wide neighborhoods
- Limiting behavior of weighted central paths in linear programming
- Fast convergence of the simplified largest step path following algorithm
- Asymptotic behavior of underlying NT paths in interior point methods for monotone semidefinite linear complementarity problems
- Predictor-corrector method for nonlinear complementarity problems
- The largest step path following algorithm for monotone linear complementarity problems
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- Polynomial Interior Point Cutting Plane Methods
- Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
- The iteration-complexity upper bound for the Mizuno-Todd-Ye predictor-corrector algorithm is tight
- Strict complementarity in semidefinite optimization with elliptopes including the maxcut SDP
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- An interior point parameterized central path following algorithm for linearly constrained convex programming
- Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem
- Interior-point methods
- A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
- An \(O(\sqrt {n} L)\) iteration bound primal-dual cone affine scaling algorithm for linear programming
- A primal-dual infeasible-interior-point algorithm for linear programming
- A primal-dual interior point method whose running time depends only on the constraint matrix
- Superlinearly Convergent $O ( \sqrt{n} L )$-Iteration Interior-Point Algorithms for Linear Programming and the Monotone Linear Complementarity Problem
- A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy
- Solving linear systems involved in constrained optimization
- Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems
- An Algorithm for Convex Quadratic Programming That Requires O(n3.5L) Arithmetic Operations
- A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones
- Polynomial convergence of two higher order interior-point methods for \(P_*(\kappa)\)-LCP in a wide neighborhood of the central path
- Underlying paths in interior point methods for the monotone semidefinite linear complementarity problem
- A superlinearly convergent wide-neighborhood predictor-corrector interior-point algorithm for linear programming
- An algorithm for linear programming which requires \(O(((m+n)n^ 2+(m+n)^{1.5}n)L)\) arithmetic operations
- Quadratic Convergence in a Primal-Dual Method
- Corrector-predictor methods for sufficient linear complementarity problems
- On the probabilistic complexity of finding an approximate solution for linear programming
- A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem
- An improved predictor-corrector interior-point algorithm for linear complementarity problems with \(O(\sqrt{n}L)\)-iteration complexity
- An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence
- Asymptotic convergence in a generalized predictor-corrector method
- The curvature integral and the complexity of linear complementarity problems
- A quadratically convergent scaling newton’s method for nonlinear complementarity problems
- On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
- The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path
- Quadratic convergence of the Iri-Imai algorithm for degenerate linear programming problems
- On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
- A path to the Arrow-Debreu competitive market equilibrium
- Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path
- On the analyticity of underlying HKM paths for monotone semidefinite linear complementarity problems
- A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
- A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
- Superlinear convergence of the affine scaling algorithm
- Solving the logit-based stochastic user equilibrium problem with elastic demand based on the extended traffic network model
- An \(O(\sqrt nL)\) iteration primal-dual second-order corrector algorithm for linear programming
- Finding an interior point in the optimal face of linear programs
- A New Iteration-Complexity Bound for the MTY Predictor-Corrector Algorithm
- A new second-order corrector interior-point algorithm for \(P_\ast (\kappa)\)-LCP
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- General central path and the largest step general central path following algorithm for linear programming
- Iteration complexity of an interior-point algorithm for nonlinear p∗-complementarity problems
- A step-truncated method in a wide neighborhood interior-point algorithm for linear programming
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