On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
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Cited in
(only showing first 100 items - show all)- Average case complexity results for a centering algorithm for linear programming problems under Gaussian distributions
- Further development of multiple centrality correctors for interior point methods
- Superlinearly convergent infeasible-interior-point algorithm for degenerate LCP
- On the long-step path-following method for semidefinite programming
- Superlinear convergence of interior-point algorithms for semidefinite programming
- Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming
- A modified layered-step interior-point algorithm for linear programming
- Primal-dual potential reduction methods for semidefinite programming using affine-scaling directions
- Symmetric primal-dual path-following algorithms for semidefinite programming
- Interior-point methods with decomposition for solving large-scale linear programs
- Degeneracy in interior point methods for linear programming: A survey
- A primal-dual infeasible-interior-point algorithm for linear programming
- An extension of the potential reduction algorithm for linear complementarity problems with some priority goals
- A modified predictor-corrector method for linear programming
- Finding an interior point in the optimal face of linear programs
- On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
- Superlinear and quadratic convergence of primal-dual interior-point methods for linear programming revisited
- Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems
- Modified predictor-corrector algorithm for locating weighted centers in linear programming
- A primal-dual affine-scaling potential-reduction algorithm for linear programming
- Local convergence of interior-point algorithms for degenerate monotone LCP
- A globally convergent primal-dual interior point algorithm for convex programming
- Global convergence in infeasible-interior-point algorithms
- Interior-point algorithms for semi-infinite programming
- Limiting behavior of weighted central paths in linear programming
- Constant potential primal-dual algorithms: A framework
- Polynomiality of infeasible-interior-point algorithms for linear programming
- A predictor-corrector infeasible-interior-point algorithm for linear programming
- Asymptotic convergence in a generalized predictor-corrector method
- A primal-dual interior point method whose running time depends only on the constraint matrix
- Long-step strategies in interior-point primal-dual methods
- Fast convergence of the simplified largest step path following algorithm
- Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
- The largest step path following algorithm for monotone linear complementarity problems
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- An extension of predictor-corrector algorithm to a class of convex separable program
- Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
- Predictor-corrector method for nonlinear complementarity problems
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- An \(\varepsilon\)-sensitivity analysis in the primal-dual interior point method
- An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming
- An infeasible interior-point algorithm for monotone linear complementarity problem based on a specific kernel function
- A superlinearly convergent wide-neighborhood predictor-corrector interior-point algorithm for linear programming
- A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy
- On the extension of an arc-search interior-point algorithm for semidefinite optimization
- Large-neighborhood infeasible predictor-corrector algorithm for horizontal linear complementarity problems over Cartesian product of symmetric cones
- Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem
- On self-regular IPMs (with comments and rejoinder)
- On the convergence of primal-dual interior-point methods with wide neighborhoods
- A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
- Two interior-point methods for nonlinear P_*()-complementarity problems.
- The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path
- Interior-point methods: Worst case and average case analysis of a phase-I algorithm and a termination procedure.
- On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
- Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
- The curvature integral and the complexity of linear complementarity problems
- A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem
- A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
- An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence
- A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
- A simplified homogeneous and self-dual linear programming algorithm and its implementation
- Primal-dual target-following algorithms for linear programming
- A lower bound on the number of iterations of long-step primal-dual linear programming algorithms
- A superquadratic infeasible-interior-point method for linear complementarity problems
- An \(O(\sqrt {n} L)\) iteration bound primal-dual cone affine scaling algorithm for linear programming
- Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems
- A predictor-corrector method for extended linear-quadratic programming
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
- An interior point parameterized central path following algorithm for linearly constrained convex programming
- A new wide-neighborhood predictor-corrector interior-point method for semidefinite optimization
- A full-Newton step interior-point method for monotone weighted linear complementarity problems
- A corrector-predictor interior-point method with new search direction for linear optimization
- Fast quadratic programming for mean-variance portfolio optimisation
- A wide neighborhood predictor-infeasible corrector interior-point algorithm for linear optimization
- A predictor-corrector interior-point algorithm for \(P_\ast (\kappa )\)-horizontal linear complementarity problem
- A corrector-predictor path-following method for convex quadratic symmetric cone optimization
- A Mehrotra type predictor-corrector interior-point algorithm for linear programming
- A corrector-predictor arc search interior-point algorithm for symmetric optimization
- A class of path-following interior-point methods for \(P_*(\kappa)\)-horizontal linear complementarity problems
- Theoretical convergence of large-step primal-dual interior point algorithms for linear programming
- A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
- Polynomial interior-point algorithm for \(P_\ast(\kappa)\) horizontal linear complementarity problems
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- Two wide neighborhood interior-point methods for symmetric cone optimization
- A wide-neighborhood predictor-corrector interior-point algorithm for linear complementarity problems
- A path to the Arrow-Debreu competitive market equilibrium
- Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path
- On the probabilistic complexity of finding an approximate solution for linear programming
- Improved complexity results on solving real-number linear feasibility problems
- A predictor-corrector algorithm for \(P_{\ast}(\kappa)\)-linear complementarity problems based on a specific self-regular proximity function
- An infeasible interior-point algorithm with full-Newton steps for \(P_*(\kappa)\) horizontal linear complementarity problems based on a kernel function
- A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils
- An efficient arc-search interior-point algorithm for convex quadratic programming with box constraints
- A new corrector-predictor interior-point method for symmetric cone optimization
- A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems*
- An \(O(\sqrt{n}L)\) iteration Mehrotra-type predictor-corrector algorithm for monotone linear complementarity problem
- A predictor-corrector algorithm for monotone linear complementarity problems in a wide neighborhood
- A corrector-predictor path-following algorithm for semidefinite optimization
- A wide neighborhood infeasible-interior-point method with arc-search for linear programming
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