Interior-point algorithms for a generalization of linear programming and weighted centring

DOI10.1080/10556788.2011.644791zbMATH Open1254.90106OpenAlexW2047723960MaRDI QIDQ5200552FDOQ5200552

Authors: Kurt M. Anstreicher 

Publication date: 6 November 2012

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.644791

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zbMATH Keywords

linear programminginterior-point algorithmFisher equilibriumvolumetric barrierweighted analytic centre

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Interior-point methods (90C51)

Cites Work

• A new polynomial-time algorithm for linear programming
• An algorithm for linear programming which requires \(O(((m+n)n^ 2+(m+n)^{1.5}n)L)\) arithmetic operations
• Projective transformations for interior-point algorithms, and a superlinearly convergent algorithm for the w-center problem
• A path to the Arrow-Debreu competitive market equilibrium
• A scaling technique for finding the weighted analytic center of a polytope
• Computing Maximum Likelihood Estimators of Convex Density Functions
• Exchange market equilibria with Leontief's utility: freedom of pricing leads to rationality
• A nonlinear allocation problem

Cited In (19)

• A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS
• A nonmonotone smoothing Newton algorithm for weighted complementarity problem
• Solving LP Problems via Weighted Centers
• A smoothing Newton algorithm for weighted linear complementarity problem
• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem
• Sufficient weighted complementarity problems
• Complexity analysis of a full-Newton step interior-point method for monotone weighted linear complementarity problems
• Kernel-based full-Newton step feasible interior-point algorithm for \(P_* (\kappa)\)-weighted linear complementarity problem
• Title not available (Why is that?)
• A scaling technique for finding the weighted analytic center of a polytope
• A full-Newton step interior-point method for monotone weighted linear complementarity problems
• A full-Newton step infeasible interior-point method for the special weighted linear complementarity problem
• A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP
• A full-modified-Newton step \(O(n)\) infeasible interior-point method for the special weighted linear complementarity problem
• Interior Point Algorithms For Linear Complementarity Problems Based On Large Neighborhoods Of The Central Path
• A modified damped Gauss-Newton method for non-monotone weighted linear complementarity problems
• A smoothing Newton method with a mixed line search for monotone weighted complementarity problems
• On weighted centers for semidefinite programming
• The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra

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