Trajectory-following methods for large-scale degenerate convex quadratic programming
From MaRDI portal
Publication:2392932
DOI10.1007/s12532-012-0050-3zbMath1272.65051OpenAlexW2111997007MaRDI QIDQ2392932
Daniel P. Robinson, Nicholas I. M. Gould, Dominique Orban
Publication date: 5 August 2013
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: http://purl.org/net/epubs/work/60838
softwareglobal convergenceinterior-point methodnumerical examplesconvex quadratic programmingdegenerate problemspath-following methods
Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Interior-point methods (90C51)
Related Items
A primal-dual interior-point method based on various selections of displacement step for symmetric optimization, An interior-point trust-funnel algorithm for nonlinear optimization, A classification of slow convergence near parametric periodic points of discrete dynamical systems, QPLIB: a library of quadratic programming instances
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Computational experience with a primal-dual interior point method for linear programming
- On fast factorization pivoting methods for sparse symmetric indefinite systems
- Further development of multiple centrality correctors for interior point methods
- Superlinearly convergent infeasible-interior-point algorithm for degenerate LCP
- On the analyticity properties of infeasible-interior point paths for monotone linear complementarity problems
- Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity
- On well definedness of the central path
- Multiple centrality corrections in a primal-dual method for linear programming
- On the rate of local convergence of high-order-infeasible-path-following algorithms for \(P_*\)-linear complementarity problems
- A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with \(O(\sqrt nL)\)-iteration complexity
- Preprocessing for quadratic programming
- On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
- Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
- \(P_ *\)-matrices are just sufficient
- A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
- High Order Infeasible-Interior-Point Methods for Solving Sufficient Linear Complementarity Problems
- Superlinear Convergence of an Algorithm for Monotone Linear Complementarity Problems, When No Strictly Complementary Solution Exists
- A Second Derivative SQP Method: Global Convergence
- A Second Derivative SQP Method: Local Convergence and Practical Issues
- On a Class of Superlinearly Convergent Polynomial Time Interior Point Methods for Sufficient LCP
- Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
- On the Implementation of a Primal-Dual Interior Point Method
- Calculation of Zeros of a Real Polynomial Through Factorization Using Euclid’s Algorithm
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
- On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
- Limiting Behavior of the Derivatives of Certain Trajectories Associated with a Monotone Horizontal Linear Complementarity Problem
- Equivaence between different formulations of the linear complementarity promblem
- The design of MA48
- A repository of convex quadratic programming problems
- Trust Region Methods
- Convergence of an Infeasible Interior-Point Algorithm from Arbitrary Positive Starting Points
- A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition
- The complexity of high-order predictor-corrector methods for solving sufficient linear complementarity problems
- Predictor–corrector methods for sufficient linear complementarity problems in a wide neighborhood of the central path
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
- Properties of the Log-Barrier Function on Degenerate Nonlinear Programs
- Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems
- Corrector‐Predictor Methods for Sufficient Linear Complementarity Problems in a Wide Neighborhood of the Central Path
- Logarithmic SUMT limits in convex programming
- Benchmarking optimization software with performance profiles.
- High order long-step methods for solving linear complementarity problems