Enlarging neighborhoods of interior-point algorithms for linear programming via least values of proximity measure functions
DOI10.1016/J.APNUM.2006.09.009zbMATH Open1121.65072OpenAlexW2113292332MaRDI QIDQ997220FDOQ997220
Authors: J. Martínez 
Publication date: 23 July 2007
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2006.09.009
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linear programmingiteration complexityquadratic convergenceneighborhoodspredictor-corrector methodsinterior-point algorithms
Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)
Cites Work
- On the Implementation of a Primal-Dual Interior Point Method
- Title not available (Why is that?)
- A unified approach to interior point algorithms for linear complementarity problems: A summary
- On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
- Title not available (Why is that?)
- The complexity of high-order predictor-corrector methods for solving sufficient linear complementarity problems
- A Predictor-Corrector Algorithm for Linear Optimization Based on a Specific Self-Regular Proximity Function
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- A New Infinity-Norm Path Following Algorithm for Linear Programming
- An Infeasible-Interior-Point Predictor-Corrector Algorithm for Linear Programming
- An Asymptotical $O(\sqrt{n} L)$-Iteration Path-Following Linear Programming Algorithm That Uses Wide Neighborhoods
- A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with \(O(\sqrt nL)\)-iteration complexity
- Two interior-point methods for nonlinear \(P_*(\tau)\)-complementarity problems.
- A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
- Interior Point Algorithms For Linear Complementarity Problems Based On Large Neighborhoods Of The Central Path
- On the Local Convergence of a Predictor-Corrector Method for Semidefinite Programming
- The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path
- Karmarkar's linear programming algorithm and Newton's method
- Complexity of Predictor-Corrector Algorithms for LCP Based on a Large Neighborhood of the Central Path
- Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
- Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems
Cited In (3)
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