Extension of a projective interior point method for linearly constrained convex programming

DOI10.1016/J.AMC.2007.03.066zbMATH Open1193.90212OpenAlexW2050578491MaRDI QIDQ990634FDOQ990634

Authors: J. Martínez 

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

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zbMATH Keywords

nonlinear programmingkarmarkar's projective methodlinearization methodslinearly constrained convex programming

Mathematics Subject Classification ID

Convex programming (90C25) Interior-point methods (90C51)

Cites Work

• A new polynomial-time algorithm for linear programming
• An extension of Karmarkar's projective algorithm for convex quadratic programming
• Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems
• An extension of Karmarkar's algorithm for linear programming using dual variables

Cited In (9)

• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• On convex optimization with linear constraints
• An extended projective formula and its application to semidefinite optimization
• Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
• A logarithmic barrier approach for linear programming
• An experimental approach to karmarkar’s projective method for linear programming
• Projective re-normalization for improving the behavior of a homogeneous conic linear system
• Novel interior point algorithms for solving nonlinear convex optimization problems
• A logarithmic barrier interior-point method based on majorant functions for second-order cone programming

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