A new primal-dual path-following interior-point algorithm for linearly constrained convex optimization

DOI10.1007/S11741-008-0602-3MaRDI QIDQ3640925zbMATH OpenOpenAlexFDO

Authors Min Zhang, Yanqin Bai, Guoqiang Wang

Publication date 11 November 2009

Published in Journal of Shanghai University (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11741-008-0602-3

zbMATH Keywords

polynomial complexitylinearly constrained convex optimizationinterior-point algorithmsmall-update method

Mathematics Subject Classification ID

Convex programming (90C25) Interior-point methods (90C51)

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• A new polynomial-time algorithm for linear programming
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Cited in

(11)

• An interior-point algorithm for linearly constrained convex optimization based on kernel function and application in non-negative matrix factorization
• scientific article; zbMATH DE number 1150096 (Why is no real title available?)
• New method for determining search directions for interior-point algorithms in linear optimization
• scientific article; zbMATH DE number 2201985 (Why is no real title available?)
• Numerical comparisons of path-following strategies for a primal-dual interior-point method for nonlinear programming
• A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
• Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization
• Complexity analysis and numerical implementation of a full-Newton step interior-point algorithm for LCCO
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• A predictor-corrector algorithm for linearly constrained convex optimization
• An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners

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