Extension of a projective interior point method for linearly constrained convex programming
From MaRDI portal
Publication:990634
DOI10.1016/j.amc.2007.03.066zbMath1193.90212OpenAlexW2050578491MaRDI QIDQ990634
Publication date: 1 September 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2007.03.066
nonlinear programmingkarmarkar's projective methodlinearization methodslinearly constrained convex programming
Related Items (4)
A logarithmic barrier approach for linear programming ⋮ A logarithmic barrier interior-point method based on majorant functions for second-order cone programming ⋮ A primal-dual interior-point method based on various selections of displacement step for symmetric optimization ⋮ Novel interior point algorithms for solving nonlinear convex optimization problems
Cites Work
- A new polynomial-time algorithm for linear programming
- An extension of Karmarkar's algorithm for linear programming using dual variables
- An extension of Karmarkar's projective algorithm for convex quadratic programming
- Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems
This page was built for publication: Extension of a projective interior point method for linearly constrained convex programming
