Self-Scaled Barriers and Interior-Point Methods for Convex Programming
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(only showing first 100 items - show all)- Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions
- A new primal-dual path-following interior-point algorithm for semidefinite optimization
- Risk optimization with p-order conic constraints: a linear programming approach
- Applications of second-order cone programming
- On the long-step path-following method for semidefinite programming
- Characterization of the barrier parameter of homogeneous convex cones
- A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
- Affine scaling algorithm fails for semidefinite programming
- Primal-dual potential reduction methods for semidefinite programming using affine-scaling directions
- Polynomial primal-dual cone affine scaling for semidefinite programming
- Symmetric primal-dual path-following algorithms for semidefinite programming
- Interior-point methods: An old and new approach to nonlinear programming
- Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems
- An interior-point method for a class of saddle-point problems
- Semidefinite programming and matrix scaling over the semidefinite cone.
- Similarity and other spectral relations for symmetric cones
- Interior-point methods
- Nonnegative minimum biased quadratic estimation in mixed linear models
- Semidefinite programming
- Self-scaled barrier functions on symmetric cones and their classification
- Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier
- Efficient solutions of interval programming problems with inexact parameters and second order cone constraints
- Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions
- A modified and simplified full Nesterov-Todd step \(\mathcal {O}(N)\) infeasible interior-point method for second-order cone optimization
- An inexact interior point method for the large-scale simulation of granular material
- Polynomial convergence of primal-dual path-following algorithms for symmetric cone programming based on wide neighborhoods and a new class of directions
- On the extension of an arc-search interior-point algorithm for semidefinite optimization
- Large-neighborhood infeasible predictor-corrector algorithm for horizontal linear complementarity problems over Cartesian product of symmetric cones
- On self-regular IPMs (with comments and rejoinder)
- ``Cone-free primal-dual path-following and potential-reduction polynomial time interior-point methods
- Efficient algorithms for the smallest enclosing ball problem
- Product-form Cholesky factorization in interior point methods for second-order cone programming
- Strengthened existence and uniqueness conditions for search directions in semidefinite program\-ming
- On self-concordant barrier functions for conic hulls and fractional programming
- A new class of polynomial primal-dual methods for linear and semidefinite optimization
- Geometry of homogeneous convex cones, duality mapping, and optimal self-concordant barriers
- Approximation algorithms for MAX-3-CUT and other problems via complex semidefinite programming
- Convergence analysis of the projective scaling algorithm based on a long-step homogeneous affine scaling algorithm
- A large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function
- The resolvent average on symmetric cones
- A new second-order corrector interior-point algorithm for semidefinite programming
- Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones
- A new full Nesterov-Todd step primal-dual path-following interior-point algorithm for symmetric optimization
- A geometric mean of parameterized arithmetic and harmonic means of convex functions
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- Return-mapping algorithms for associative isotropic hardening plasticity using conic optimization
- On the nonlinear matrix equation \(X^p = A + M^T (X \# B) M\)
- An adaptive infeasible-interior-point method with the one-norm wide neighborhood for semi-definite programming
- Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence
- Gaddum's test for symmetric cones
- A survey on conic relaxations of optimal power flow problem
- Solvability for two forms of nonlinear matrix equations
- An arc-search infeasible interior-point method for semidefinite optimization with the negative infinity neighborhood
- Nonhomogeneous Karcher equations with vector fields on positive definite matrices
- \texttt{Tenscalc}: a toolbox to generate fast code to solve nonlinear constrained minimizations and compute Nash equilibria
- An interior-point algorithm for semidefinite least-squares problems.
- A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization
- The Karcher mean of linearly independent triples
- \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
- A corrector-predictor path-following method for convex quadratic symmetric cone optimization
- Semidefinite programming lower bounds and branch-and-bound algorithms for the quadratic minimum spanning tree problem
- Advances in the simulation of viscoplastic fluid flows using interior-point methods
- A primal-dual interior-point algorithm with arc-search for semidefinite programming
- A primal-dual interior-point algorithm for symmetric cone convex quadratic programming based on the commutative class directions
- Self-concordant inclusions: a unified framework for path-following generalized Newton-type algorithms
- Simplified full Nesterov-Todd step infeasible interior-point algorithm for semidefinite optimization based on a kernel function
- Improved complexity analysis of full Nesterov-Todd step interior-point methods for semidefinite optimization
- A primal-dual interior point method for large-scale free material optimization
- On the central paths in symmetric cone programming
- An arc-search infeasible-interior-point method for symmetric optimization in a wide neighborhood of the central path
- A primal-dual interior-point algorithm for symmetric optimization based on a new kernel function with trigonometric barrier term yielding the best known iteration bounds
- Solving symmetric matrix word equations via symmetric space machinery
- An -sensitivity analysis for semidefinite programming
- Two wide neighborhood interior-point methods for symmetric cone optimization
- A new infeasible-interior-point algorithm for linear programming over symmetric cones
- Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone
- Primal-dual potential reduction algorithm for symmetric programming problems with nonlinear objective functions
- On a box-constrained linear symmetric cone optimization problem
- Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
- New complexity analysis of interior-point methods for the Cartesian \(P_\ast ({\kappa})\)-SCLCP
- A new infeasible interior-point method based on Darvay's technique for symmetric optimization
- Invariance and efficiency of convex representations
- \(\varGamma \)-commuting triples of positive definite matrices and midpoint equations on unitary matrices
- On the behavior of the homogeneous self-dual model for conic convex optimization
- Intrinsic volumes of symmetric cones and applications in convex programming
- The inverse mean problem of geometric mean and contraharmonic means
- Primal-dual interior-point algorithms for semidefinite optimization based on a simple kernel function
- Randomized interior point methods for sampling and optimization
- A new infeasible-interior-point algorithm based on wide neighborhoods for symmetric cone programming
- A new corrector-predictor interior-point method for symmetric cone optimization
- Primal-dual symmetry and scale invariance of interior-point algorithms for convex optimization
- Self-scaled barriers for irreducible symmetric cones
- A new infeasible interior-point method based on a non-coercive kernel function with improved centering steps for second-order cone optimization
- A full step infeasible interior-point method for Cartesian \(P_{*}(\kappa)\)-SCLCP
- An introduction to formally real Jordan algebras and their applications in optimization
- Self-regular interior-point methods for semidefinite optimization
- On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
- On the \(P_*(\kappa)\) horizontal linear complementarity problems over Cartesian product of symmetric cones
- A predictor-corrector infeasible-interior-point method for the Cartesian \(P_\ast(\kappa)\)-LCP over symmetric cones with \(O\left( \sqrt{\mathrm{cond}(G)}(1+\kappa)^2 r\log \varepsilon^{-1} \right)\) iteration complexity
- Rapid smooth entry trajectory planning for high lift/drag hypersonic glide vehicles
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