scientific article; zbMATH DE number 3301975

zbMATH Open0189.19504MaRDI QIDQ5583564FDOQ5583564

Authors: I. I. Dikin 

Publication date: 1967

Title of this publication is not available (Why is that?)

zbMATH Keywords

operations research

Mathematics Subject Classification ID

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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