Interior-point algorithms for global optimization
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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)
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Cites work
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- A Centered Projective Algorithm for Linear Programming
- A General Quadratic Programming Algorithm
- A class of linear complementarity problems solvable in polynomial time
- A new continuation method for complementarity problems with uniform P- functions
- A new polynomial-time algorithm for linear programming
- A polynomial-time algorithm for a class of linear complementarity problems
- A polynomial-time algorithm, based on Newton's method, for linear programming
- An Algorithm for Global Minimization of Linearly Constrained Concave Quadratic Functions
- An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
- An interior point algorithm to solve computationally difficult set covering problems
- An interior point potential reduction algorithm for the linear complementarity problem
- Bimatrix Equilibrium Points and Mathematical Programming
- Checking local optimality in constrained quadratic programming is NP- hard
- Complementary pivot theory of mathematical programming
- Computational experience with an interior point algorithm on the satisfiability problem
- Computing Optimal Locally Constrained Steps
- Computing a Trust Region Step
- Constrained global optimization: algorithms and applications
- Efficient Heuristic Procedures for Integer Linear Programming with an Interior
- Interior path following primal-dual algorithms. I: Linear programming
- Linear complementarity problems solvable by A single linear program
- Newton-type methods for unconstrained and linearly constrained optimization
- On the solution of concave knapsack problems
- Polyhedral sets having a least element
- Some NP-complete problems in quadratic and nonlinear programming
- Sufficient matrices and the linear complementarity problem
- The Nonlinear Geometry of Linear Programming. I Affine and Projective Scaling Trajectories
- The Simplex Method for Quadratic Programming
Cited in
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- Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
- scientific article; zbMATH DE number 1047685 (Why is no real title available?)
- 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
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