A potential reduction algorithm for linearly constrained convex programming

DOI10.1007/S11766-001-0013-3MaRDI QIDQ5953365zbMATH OpenOpenAlexFDO

Authors Ximing Liang

Publication date 1 September 2003

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-001-0013-3

zbMATH Keywords

convex programmingglobal convergencenumerical examplespotential reduction interior-point algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Review text

This paper proposes a potential reduction interior-point algorithm for convex programming problems subject to linear constraints. In each iteration, a search direction is determined by a system of linear equations drawn from the optimality conditions of the problem, and a stepsize is determined under the Armijo's line search rule. Global convergence of the algorithm is proved. Some computational results are given without any comparison.

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Cites work

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(18)

• On lower bound updates in primal potential reduction methods for linear programming
• A primal-dual affine-scaling potential-reduction algorithm for linear programming
• A globally convergent primal-dual interior point algorithm for convex programming
• Potential reduction algorithms for structured combinatorial optimization problems
• Potential reduction method for harmonically convex programming
• On convex optimization with linear constraints
• A potential reduction method for the generalized linear complementarity problem over a polyhedral cone
• A potential reduction algorithm for monotone variational inequality problems
• Robust reduction of a class of large-scale linear programs
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• scientific article; zbMATH DE number 2110459 (Why is no real title available?)
• scientific article; zbMATH DE number 773232 (Why is no real title available?)
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• A combination of potential reduction steps and steepest descent steps for solving convex programming problems
• A projected‐steepest‐descent potential‐reduction algorithm for convex programming problems
• A potential-reduction algorithm for linear complementarity problems
• An active-set strategy in an interior point method for linear programming

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