A generalized interior-point barrier function approach for smooth convex programming with linear constraints
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Publication:4264497
DOI10.1080/02522667.1999.10699411zbMATH Open0934.90057OpenAlexW2327964197MaRDI QIDQ4264497FDOQ4264497
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Publication date: 23 November 1999
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.1999.10699411
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Cites Work
- Title not available (Why is that?)
- On some efficient interior point methods for nonlinear convex programming
- An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
- Title not available (Why is that?)
- A modification of Karmarkar's linear programming algorithm
- A polynomial method of approximate centers for linear programming
- Interior-point methods for convex programming
- On the generalized path-following methods for linear programming
Cited In (8)
- A convex analysis view of the barrier problem
- An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming
- A barrier method in convex vector optimization with generalized inequality constraints
- An adaptive barrier method for convex programming
- Linearly constrained convex programming as unconstrained differentiable concave programming
- An interior point parameterized central path following algorithm for linearly constrained convex programming
- An interior-point smoothing technique for Lagrangian relaxation in large-scale convex programming†
- Solving continuous min-max problems by an iterative entropic regularization method.
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