Interior-point algorithms for global optimization
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Computational methods for problems pertaining to operations research and mathematical programming (90-08) Integer programming (90C10) Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Abstract computational complexity for mathematical programming problems (90C60)
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Cites work
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- A class of linear complementarity problems solvable in polynomial time
- A General Quadratic Programming Algorithm
- A new continuation method for complementarity problems with uniform P- functions
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- A polynomial-time algorithm for a class of linear complementarity problems
- A polynomial-time algorithm, based on Newton's method, for linear programming
- An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
- An Algorithm for Global Minimization of Linearly Constrained Concave Quadratic Functions
- 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 a Trust Region Step
- Computing Optimal Locally Constrained Steps
- Constrained global optimization: algorithms and applications
- Efficient Heuristic Procedures for Integer Linear Programming with an Interior
- scientific article; zbMATH DE number 3644821 (Why is no real title available?)
- scientific article; zbMATH DE number 3677572 (Why is no real title available?)
- scientific article; zbMATH DE number 193411 (Why is no real title available?)
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- 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
(7)- An interior point algorithm to solve computationally difficult set covering problems
- On affine scaling algorithms for nonconvex quadratic programming
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- An interior point algorithm for global optimal solutions and KKT points
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- Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
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