Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem

DOI10.1137/0801033MaRDI QIDQ4012435zbMATH OpenOpenAlexFDO

Authors Arkadi Nemirovski, Yuri Nesterov

Publication date 27 September 1992

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0801033

zbMATH Keywords

acceleration of the path-following polynomial time interior point method

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Quadratic programming (90C20) Convex programming (90C25)

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Cited in

(11)

• Applications of second-order cone programming
• Method of centers for minimizing generalized eigenvalues
• Symmetric primal-dual path-following algorithms for semidefinite programming
• Applications of semidefinite programming
• Robust dissipative control for linear systems with dissipative uncertainty and nonlinear perturbation
• The Santalo point of a planar convex set
• An interior-point method for fractional programs with convex constraints
• An interior-proximal method for convex linearly constrained problems and its extension to variational inequalities
• Stabilization of a class of uncertain large-scale stochastic systems with time delays
• Criteria for robust stability and stabilization of uncertain linear systems with state delay
• \(H_\infty\) control of pairwise distributable large-scale TS fuzzy systems

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