A polynomial path following algorithm for convex programming

DOI10.1016/J.AMC.2007.07.021MaRDI QIDQ2479155zbMATH OpenOpenAlexFDO

Authors Xiaona Fan, Bo Yu

Publication date 26 March 2008

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2007.07.021

zbMATH Keywords

combined homotopyconvex nonlinear programmingglobal convergenceinterior point algorithmnumerical experimentalpath following algorithmpolynomial time algorithmsmoothing Newton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51)

Review text

The authors propose an interior point algorithm for convex nonlinear programming by utilizing the \({\beta}\)-cone neighborhood technique with a path following algorithm and the smoothing Newton method to trace the combined interior homotopy pathway. The global convergence of the algorithm is proved and the polynomial-time complexity of the algorithm is established. Some numerical experimental results are presented.

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Cites work

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Cited in

(5)

• Novel interior point algorithms for solving nonlinear convex optimization problems
• An interior point parameterized central path following algorithm for linearly constrained convex programming
• Finding a strict feasible dual solution of a convex optimization problem
• A polynomial time infeasible interior-point arc-search algorithm for convex optimization
• On the complexity of a combined homotopy interior method for convex programming

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