An active-set strategy in an interior point method for linear programming

DOI10.1007/BF01581252zbMath0804.90093MaRDI QIDQ687036

Kaoru Tone

Publication date: 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

active constraintsinterior point methodactive-set strategypotential reduction method

Mathematics Subject Classification ID

Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (8)

A primal-dual interior point method whose running time depends only on the constraint matrix ⋮ Identifying an optimal basis in linear programming ⋮ A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme ⋮ A constraint-reduced variant of Mehrotra's predictor-corrector algorithm ⋮ Adaptive constraint reduction for convex quadratic programming ⋮ A polynomial time constraint-reduced algorithm for semidefinite optimization problems ⋮ Infeasible constraint-reduced interior-point methods for linear optimization ⋮ Active-set prediction for interior point methods using controlled perturbations

Cites Work

• A new polynomial-time algorithm for linear programming
• An \(O(n^ 3L)\) potential reduction algorithm for linear programming
• Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective value
• A relaxed version of Karmarkar's method
• Polynomial-time algorithms for linear programming based only on primal scaling and projected gradients of a potential function
• A Centered Projective Algorithm for Linear Programming
• Large Step Path-Following Methods for Linear Programming, Part II: Potential Reduction Method
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