A first-order interior-point method for linearly constrained smooth optimization
DOI10.1007/S10107-009-0292-7zbMATH Open1216.49028OpenAlexW1970911233MaRDI QIDQ535018FDOQ535018
Authors: Paul Tseng, Immanuel M. Bomze, Werner Schachinger 
Publication date: 11 May 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-009-0292-7
Recommendations
global convergencelinearly constrained optimizationreplicator dynamicsaffine scalinginterior-point methodsublinear convergence rate
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51) Numerical methods based on nonlinear programming (49M37)
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Cited In (9)
- An affine scaling method using a class of differential barrier functions: primal approach
- A partial first-order affine-scaling method
- Standard bi-quadratic optimization problems and unconstrained polynomial reformulations
- A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
- Hessian barrier algorithms for linearly constrained optimization problems
- A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization
- Analysis of some interior point continuous trajectories for convex programming
- An affine scaling method for optimization problems with polyhedral constraints
- Hessian barrier algorithms for non-convex conic optimization
Uses Software
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