scientific article; zbMATH DE number 1131479
From MaRDI portal
Publication:4382667
Recommendations
- scientific article; zbMATH DE number 123966
- Interior point algorithms in linear optimization
- scientific article; zbMATH DE number 1017028
- scientific article; zbMATH DE number 590363
- scientific article; zbMATH DE number 1064586
- scientific article; zbMATH DE number 800120
- scientific article; zbMATH DE number 1069182
- scientific article; zbMATH DE number 269555
- Interior point techniques in optimization. Complementarity, sensitivity and algorithms
- scientific article; zbMATH DE number 1889340
Cited in
(only showing first 100 items - show all)- Note on implementing the new sphere method for LP using matrix inversions sparingly
- Average case complexity results for a centering algorithm for linear programming problems under Gaussian distributions
- A polynomial-time algorithm for linear optimization based on a new class of kernel functions
- Exploring complexity of large update interior-point methods for \(P_*(\kappa )\) linear complementarity problem based on kernel function
- A redundant Klee-Minty construction with all the redundant constraints touching the feasible region
- Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming
- Partitioning multiple objective optimal solutions with applications in radiotherapy design
- Stabilized column generation
- Interior point techniques in optimization. Complementarity, sensitivity and algorithms
- Euclidean Jordan algebras and interior-point algorithms
- Specialized fast algorithms for IQC feasibility and optimization problems.
- A primal-dual interior point method for parametric semidefinite programming problems
- Interior-point methods
- An SQP method for general nonlinear complementarity problems
- A new algorithm for geometric programming based on the linear structure of its dual problem.
- Pivot versus interior point methods: Pros and cons
- Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier
- An optimal approach for the critical node problem using semidefinite programming
- A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization
- A superlinearly convergent wide-neighborhood predictor-corrector interior-point algorithm for linear programming
- Complexity analysis of a full-{N}ewton step interior-point method for linear optimization
- Bin packing under linear constraints
- Knapsack with variable weights satisfying linear constraints
- Autonomous trajectory planning for space vehicles with a Newton-Kantorovich/convex programming approach
- The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints
- Complexity of interior point methods for a class of linear complementarity problems using a kernel function with trigonometric growth term
- A mixed 0--1 LP for index tracking problem with CVaR risk constraints
- The asymptotic optimal partition and extensions of the nonsubstitution theorem
- On self-regular IPMs (with comments and rejoinder)
- Large-step interior-point algorithm for linear optimization based on a new wide neighbourhood
- A new class of polynomial primal-dual methods for linear and semidefinite optimization
- Analytic centers and repelling inequalities
- Interior-point methods: Worst case and average case analysis of a phase-I algorithm and a termination procedure.
- A level set approach for the solution of a state-constrained optimal control problem
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- Second-order cone interior-point method for quasistatic and moderate dynamic cohesive fracture
- A survey on the high convergence orders and computational convergence orders of sequences
- A full-Newton step infeasible interior-point algorithm based on darvay directions for linear optimization
- Linear operators and positive semidefiniteness of symmetric tensor spaces
- A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound
- A full-Newton step infeasible interior-point method for the special weighted linear complementarity problem
- A wide neighborhood interior-point algorithm based on the trigonometric kernel function
- An interior-point algorithm for linear programming with optimal selection of centering parameter and step size
- An infeasible interior-point arc-search algorithm for nonlinear constrained optimization
- A full-modified-Newton step O(n) infeasible interior-point method for the special weighted linear complementarity problem
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- Novel kernel function with a hyperbolic barrier term to primal-dual interior point algorithm for SDP problems
- An interior-point algorithm for semidefinite least-squares problems.
- A logarithmic barrier interior-point method based on majorant functions for second-order cone programming
- The multiproximal linearization method for convex composite problems
- A full-Newton step infeasible interior-point method based on a trigonometric kernel function without centering steps
- A corrector-predictor interior-point method with new search direction for linear optimization
- A new wide neighborhood primal-dual second-order corrector algorithm for linear optimization
- A wide neighborhood predictor-infeasible corrector interior-point algorithm for linear optimization
- A new primal-dual interior-point method for semidefinite optimization based on a parameterized kernel function
- A full-Newton step feasible interior-point algorithm for \(P_\ast(\kappa)\)-linear complementarity problems
- Optimal assignment schemes for general access structures based on linear programming
- A full-Newton step feasible weighted primal-dual interior point algorithm for monotone LCP
- Iterative solution methods for mesh approximation of control and state constrained optimal control problem with observation in a part of the domain
- A variational principle for computing nonequilibrium fluxes and potentials in genome-scale biochemical networks
- Tensor complementarity problems. II: Solution methods
- On the approximability of the two-phase knapsack problem
- An oracle for the discrete-time integral quadratic constraint problem
- Simplified infeasible interior-point algorithm for linear optimization based on a simple function
- A new portfolio rebalancing model with transaction costs
- Generalized affine scaling algorithms for linear programming problems
- On saddle points in semidefinite optimization via separation scheme
- An interior-point method for P_*()-linear complementarity problem based on a trigonometric kernel function
- An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs
- On the convergence of a predictor-corrector variant algorithm
- Descent direction algorithm with multicommodity flow problem for signal optimization and traffic assignment jointly
- A still simpler way of introducing interior-point method for linear programming
- Random matrix theory for the analysis of the performance of an analog computer: a scaling theory
- An empirical evaluation of walk-and-round heuristics for mixed integer linear programs
- Two wide neighborhood interior-point methods for symmetric cone optimization
- Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone
- On a box-constrained linear symmetric cone optimization problem
- Optimal experimental design and some related control problems
- A cutting plane method for solving KYP-SDPs
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- New complexity analysis of IIPMs for linear optimization based on a specific self-regular function
- An infeasible interior-point algorithm with full-Newton step for linear optimization
- Dual versus primal-dual interior-point methods for linear and conic programming
- A constraint generation algorithm for large scale linear programs using multiple-points separation
- Complexity analysis of interior-point methods for linear optimization based on some conditions on kernel function
- Fast linear iterations for distributed averaging
- Approximate augmented Lagrangian functions and nonlinear semidefinite programs
- The complexity of self-regular proximity based infeasible IPMs
- Computational methods for solving fully fuzzy linear systems
- A predictor-corrector algorithm for linear optimization based on a modified Newton direction
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
- LFTB: an efficient algorithm to bound linear fractional transformations
- An infeasible primal-dual interior point algorithm for linear programs based on logarithmic equivalent transformation
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils
- Interior-point algorithms: creation history, research results, applications, and prospects
- A mathematical view of interior-point methods in convex optimization
- A fixed point iterative approach to integer programming and its distributed computation
- A new feasible interior-point algorithm with full step for linear optimization based on a simple function
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4382667)
