A Practical Interior-Point Method for Convex Programming
DOI10.1137/0805008zbMATH Open0827.65066OpenAlexW2022234616MaRDI QIDQ4764313FDOQ4764313
Authors: Florian Jarre, Michael A. Saunders 
Publication date: 30 November 1995
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0805008
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numerical resultsconvex programmingNewton's methodinterior-point methodself-concordant functionslogarithmic barrier function
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)
Cited In (19)
- Title not available (Why is that?)
- Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization
- An interior point method for constrained saddle point problems
- Inner approximation method for a reverse convex programming problem
- A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
- Interior-point methods for convex programming
- On some efficient interior point methods for nonlinear convex programming
- A circular cone relaxation primal interior point algorithm for LP
- Stable computation of interior point solutions for a class of nonlinear convex programming problems
- A feasible BFGS interior point algorithm for solving convex minimization problems
- Some results of convex programming complexity
- Interior-point Lagrangian decomposition method for separable convex optimization
- Title not available (Why is that?)
- On self-concordant convex–concave functions
- An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
- An interior method for nonconvex semidefinite programs
- Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy
- Title not available (Why is that?)
- Title not available (Why is that?)
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