Interior-point algorithms for global optimization
DOI10.1007/BF02283687zbMATH Open0727.90068OpenAlexW2317402599MaRDI QIDQ804475FDOQ804475
Authors: Yinyu Ye
Publication date: 1990
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02283687
Recommendations
- On some efficient interior point methods for nonlinear convex programming
- On some interior-point algorithms for nonconvex quadratic optimization
- scientific article; zbMATH DE number 1942620
- On affine scaling algorithms for nonconvex quadratic programming
- An interior-point algorithm for nonconvex nonlinear programming
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Integer programming (90C10) Abstract computational complexity for mathematical programming problems (90C60) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Computing a Trust Region Step
- The Simplex Method for Quadratic Programming
- Title not available (Why is that?)
- A General Quadratic Programming Algorithm
- A new polynomial-time algorithm for linear programming
- Title not available (Why is that?)
- Some NP-complete problems in quadratic and nonlinear programming
- Title not available (Why is that?)
- Constrained global optimization: algorithms and applications
- A polynomial-time algorithm, based on Newton's method, for linear programming
- On the solution of concave knapsack problems
- Complementary pivot theory of mathematical programming
- Title not available (Why is that?)
- Bimatrix Equilibrium Points and Mathematical Programming
- Newton-type methods for unconstrained and linearly constrained optimization
- A polynomial-time algorithm for a class of linear complementarity problems
- Sufficient matrices and the linear complementarity problem
- An interior point algorithm to solve computationally difficult set covering problems
- Interior path following primal-dual algorithms. I: Linear programming
- Computing Optimal Locally Constrained Steps
- An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
- A Centered Projective Algorithm for Linear Programming
- Linear complementarity problems solvable by A single linear program
- A class of linear complementarity problems solvable in polynomial time
- An Algorithm for Global Minimization of Linearly Constrained Concave Quadratic Functions
- The Nonlinear Geometry of Linear Programming. I Affine and Projective Scaling Trajectories
- Title not available (Why is that?)
- A new continuation method for complementarity problems with uniform P- functions
- Title not available (Why is that?)
- An interior point potential reduction algorithm for the linear complementarity problem
- Efficient Heuristic Procedures for Integer Linear Programming with an Interior
- Checking local optimality in constrained quadratic programming is NP- hard
- Computational experience with an interior point algorithm on the satisfiability problem
- Polyhedral sets having a least element
Cited In (6)
- Title not available (Why is that?)
- Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
- Title not available (Why is that?)
- On some interior-point algorithms for nonconvex quadratic optimization
- On affine scaling algorithms for nonconvex quadratic programming
- An interior point algorithm for global optimal solutions and KKT points
Uses Software
This page was built for publication: Interior-point algorithms for global optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q804475)