A note on the use of vector barrier parameters for interior-point methods
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Publication:877030
DOI10.1016/J.EJOR.2006.08.024zbMATH Open1131.90072OpenAlexW2080308234MaRDI QIDQ877030FDOQ877030
Alberto Olivares, Francisco Javier Prieto, Javier M. Moguerza
Publication date: 19 April 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/14897
Cites Work
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- CUTEr and SifDec
- On the Implementation of a Primal-Dual Interior Point Method
- Enlarging the region of convergence of Newton's method for constrained optimization
- An interior-point algorithm for nonconvex nonlinear programming
- Primal-dual target-following algorithms for linear programming
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- On the formulation and theory of the Newton interior-point method for nonlinear programming
- An augmented Lagrangian interior-point method using directions of negative curvature
- A globally convergent primal-dual interior point method for constrained optimization
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- Combining search directions using gradient flows
- On the use of directions of negative curvature in a modified newton method
- Superlinear convergence of primal-dual interior point algorithms for nonlinear programming
- Multi-parameter surfaces of analytic centers and long-step surface-following interior point methods
Cited In (4)
- Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions
- Barrier Functions in Interior Point Methods
- Log-Barrier Interior Point Methods Are Not Strongly Polynomial
- Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
Uses Software
Recommendations
- Adaptive Barrier Update Strategies for Nonlinear Interior Methods π π
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming π π
- New barrier parameter updating technique in Mehrotra-type algorithm π π
- From global to local convergence of interior methods for nonlinear optimization π π
- An adaptive updating full-Newton step interior-point algorithm with modified Newton direction π π
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