scientific article; zbMATH DE number 3301975
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Publication:5583564
zbMATH Open0189.19504MaRDI QIDQ5583564FDOQ5583564
Authors: I. I. Dikin
Publication date: 1967
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Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Linear programming (90C05)
Cited In (only showing first 100 items - show all)
- An \(O(\sqrt {n} L)\) iteration bound primal-dual cone affine scaling algorithm for linear programming
- Interior-point algorithms for semi-infinite programming
- Lagrangian transformation and interior ellipsoid methods in convex optimization
- An interior point algorithm for semi-infinite linear programming
- An efficient logarithmic barrier method without line search for convex quadratic programming
- Affine scaling algorithm fails for semidefinite programming
- Cutting planes and column generation techniques with the projective algorithm
- Limiting behavior of the affine scaling continuous trajectories for linear programming problems
- A polynomial method of approximate centers for linear programming
- Long steps in an \(O(n^ 3L)\) algorithm for linear programming
- An active-set strategy in an interior point method for linear programming
- A long-step barrier method for convex quadratic programming
- Feasibility issues in a primal-dual interior-point method for linear programming
- Global convergence of the affine scaling methods for degenerate linear programming problems
- A primal-dual potential reduction method for problems involving matrix inequalities
- A unified approach to interior point algorithms for linear complementarity problems: A summary
- A simplified global convergence proof of the affine scaling algorithm
- Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems
- Method of centers for minimizing generalized eigenvalues
- Convergence behavior of interior-point algorithms
- A class of primal affine scaling algorithms
- Hopfield neural networks in large-scale linear optimization problems
- Generalized affine scaling algorithms for linear programming problems
- Trust region affine scaling algorithms for linearly constrained convex and concave programs
- A first-order interior-point method for linearly constrained smooth optimization
- Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
- Computational results of an interior point algorithm for large scale linear programming
- Modified barrier functions (theory and methods)
- Degeneracy in interior point methods for linear programming: A survey
- Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems
- Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization
- Symmetric indefinite systems for interior point methods
- A polynomial arc-search interior-point algorithm for convex quadratic programming
- An implementation of Karmarkar's algorithm for linear programming
- Feasible direction interior-point technique for nonlinear optimization
- The primal power affine scaling method
- An affine-scaling interior-point CBB method for box-constrained optimization
- An interior-point method for multifractional programs with convex constraints
- Newton-KKT interior-point methods for indefinite quadratic programming
- An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
- A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
- Gradient systems associated with probability distributions
- An \(O(n^ 3L)\) potential reduction algorithm for linear programming
- An optimization framework of biological dynamical systems
- A simple proof of a primal affine scaling method
- Long-step strategies in interior-point primal-dual methods
- A potential reduction approach to the frequency assignment problem
- A trust region affine scaling method for bound constrained optimization
- Computation of the collapse state in limit analysis using the LP primal affine scaling algorithm
- Computing material collapse displacement fields on a Cray X-MP/48 by the LP primal affine scaling algorithm
- Stable barrier-projection and barrier-Newton methods in linear programming
- The decomposition principle and algorithms for linear programming
- A geometric view of parametric linear programming
- Exploiting special structure in a primal-dual path-following algorithm
- Duallity and sensitivity in nonconvex quadratic optimization over an ellipsoid
- Solving large-scale reactive optimal power flow problems by a primal-dual \(\mathrm{M}^2\mathrm{BF}\) approach
- Theoretical convergence of large-step primal-dual interior point algorithms for linear programming
- Projective transformations for interior-point algorithms, and a superlinearly convergent algorithm for the w-center problem
- An affine scaling method for optimization problems with polyhedral constraints
- Dual interior point algorithms
- An extension of Karmarkar's projective algorithm for convex quadratic programming
- An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
- Polynomial primal-dual cone affine scaling for semidefinite programming
- A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions
- Ragnar Frisch and interior-point methods
- A globally and quadratically convergent affine scaling method for linear \(l_ 1\) problems
- A survey of search directions in interior point methods for linear programming
- On the convergence of the affine-scaling algorithm
- On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
- A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints.
- On affine scaling algorithms for nonconvex quadratic programming
- Efficient solution of two-stage stochastic linear programs using interior point methods
- A unified view of interior point methods for linear programming
- Interior-point algorithms for global optimization
- On monotonicity in the scaled potential algorithm for linear programming
- The affine-scaling direction for linear programming is a limit of projective-scaling directions
- An affine scaling reduced preconditional conjugate gradient path method for linear constrained optimization
- An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions
- 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
- Fuzzy goal programming: complementary slackness conditions and computational schemes
- A variation on the interior point method for linear programming using the continued iteration
- An affine scaling method using a class of differential barrier functions: primal approach
- On the chaotic behavior of the primal-dual affine-scaling algorithm for linear optimization
- The \(\ell_1\) solution of linear inequalities
- Interior point method: history and prospects
- Interior point algorithms in linear optimization
- Interior point method for long-term generation scheduling of large-scale hydrothermal systems
- An interior point method for quadratic programs based on conjugate projected gradients
- Scaling, shifting and weighting in interior-point methods
- Predictor-corrector primal-dual interior point method for solving economic dispatch problems: a postoptimization analysis
- Feasible region contraction interior point algorithm
- Convergence analysis of the projective scaling algorithm based on a long-step homogeneous affine scaling algorithm
- The mixing time of the Dikin walk in a polytope -- a simple proof
- Characterizing the SLOPE trade-off: a variational perspective and the Donoho-Tanner limit
- Accelerating the B\&B algorithm for integer programming based on flatness information: an approach applied to the multidimensional knapsack problem
- A splitting method for quadratic programming problem
- Spectrally constrained optimization
- An interior point parameterized central path following algorithm for linearly constrained convex programming
- Some variants of the Todd low-complexity algorithm
- Superlinear convergence of the affine scaling algorithm
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