New method for determining search directions for interior-point algorithms in linear optimization

DOI10.1007/S11590-017-1171-4MaRDI QIDQ723503zbMATHOpenAlexFDO

Authors Zsolt Darvay, Petra-Renáta Takács

Publication date 31 July 2018

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-017-1171-4

zbMATH Keywords

polynomial complexityNewton's methodlinear optimizationinterior-point algorithmalgebraic equivalent transformationsearch direction

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

Recommendations

• Interior-point algorithm for linear optimization based on a new search direction
• The modified interior point algorithm for linear optimization
• A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions
• A full-Newton step infeasible interior-point method based on a new search direction
• An extension for identifying search directions for interior-point methods in linear optimization

Cites work

• scientific article; zbMATH DE number 3972641 (Why is no real title available?)
• scientific article; zbMATH DE number 3177183 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 1017028 (Why is no real title available?)
• scientific article; zbMATH DE number 1047679 (Why is no real title available?)
• scientific article; zbMATH DE number 1131479 (Why is no real title available?)
• scientific article; zbMATH DE number 1862745 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• A Comparative Study of Kernel Functions for Primal-Dual Interior-Point Algorithms in Linear Optimization
• A Large-Step Infeasible-Interior-Point Method for the P*-Matrix LCP
• A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier
• A convergent criss-cross method
• A full-Newton step interior-point algorithm based on modified Newton direction
• A new algorithm for solving self-dual linear optimization problems
• A new class of large neighborhood path-following interior point algorithms for semidefinite optimization with \(O(\sqrt{n}\log\frac{\text{Tr}(X^0S^0)}{\varepsilon})\) iteration complexity
• A new full Nesterov-Todd step primal-dual path-following interior-point algorithm for symmetric optimization
• A new polynomial interior-point algorithm for the monotone linear complementarity problem over symmetric cones with full NT-steps
• A new polynomial-time algorithm for linear programming
• A new primal-dual path-following interior-point algorithm for linearly constrained convex optimization
• A new primal-dual path-following interior-point algorithm for semidefinite optimization
• A new primal-dual path-following method for convex quadratic programming
• A polynomial interior-point algorithm for monotone linear complementarity problems
• A polynomial path-following interior point algorithm for general linear complementarity problems
• A predictor-corrector interior-point algorithm for \(P_\ast (\kappa )\)-horizontal linear complementarity problem
• A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step
• A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with \(O(\sqrt nL)\)-iteration complexity
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• An O$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• An easy way to teach interior-point methods.
• Complexity analysis and numerical implementation of a short-step primal-dual algorithm for linear complementarity problems
• Complexity analysis of a full-{N}ewton step interior-point method for linear optimization
• Complexity analysis of an interior-point algorithm for linear optimization based on a new proximity function
• EP theorem for dual linear complementarity problems
• New interior point algorithms in linear programming
• On the Implementation of a Primal-Dual Interior Point Method
• Pivot versus interior point methods: Pros and cons
• Polynomial interior point algorithms for general linear complementarity problems
• Polynomial interior-point algorithm for \(P_\ast(\kappa)\) horizontal linear complementarity problems
• Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points
• Some generalizations of the criss-cross method for the linear complementarity problem of oriented matroids
• The theory of linear programming:skew symmetric self-dual problems and the central path^*

Cited in

(20)

• Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
• Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
• Interior-point algorithm for linear optimization based on a new search direction
• A class of new search directions for full-NT step feasible interior point method in semidefinite optimization
• A new full-NT step interior-point method for circular cone optimization
• A hybrid directional step method for minimum performance target point search
• A new search direction for full-Newton step infeasible interior-point method in linear optimization
• An efficient primal-dual interior point algorithm for convex quadratic semidefinite optimization
• Interior-point algorithm for linear programming based on a new descent direction
• Path-following interior-point algorithm for monotone linear complementarity problems
• The modified interior point algorithm for linear optimization
• A corrector-predictor interior-point method with new search direction for linear optimization
• scientific article; zbMATH DE number 653035 (Why is no real title available?)
• Primal-dual entropy-based interior-point algorithms for linear optimization
• A new Ai-Zhang type interior point algorithm for sufficient linear complementarity problems
• Corrector-predictor interior-point method with new search direction for semidefinite optimization
• A new search direction for full-Newton step interior-point method in \(P_*(\kappa)\)-HLCP
• A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions
• A new full-Newton step interior-point method for \(P_*(\kappa)\)-LCP based on a positive-asymptotic kernel function
• An extension for identifying search directions for interior-point methods in linear optimization

This page was built for publication: New method for determining search directions for interior-point algorithms in linear optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q723503)