A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy [PDF]
Journal of Inequalities and Applications, 2017 In this paper, we propose a Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization using the arc-search strategy.
Ximei Yang, Yinkui Zhang
doaj +2 more sources
Convergence analysis of an Inexact Infeasible Interior Point method for Semidefinite Programming [PDF]
Computational Optimization and Applications, 2004 In this paper we present an extension to SDP of the well known infeasible Interior Point method for linear programming of Kojima,Megiddo and Mizuno (A primal-dual infeasible-interior-point algorithm for Linear Programming, Math. Progr., 1993).
Bellavia, S, Pieraccini, Sandra
core +4 more sources
An infeasible interior point methods for convex quadratic problems
Journal of Numerical Analysis and Approximation Theory, 2018 In this paper, we deal with the study and implementation of an infeasible interior point method for convex quadratic problems (CQP). The algorithm uses a Newton step and suitable proximity measure for approximately tracing the central path and ...
Hayet Roumili, Nawel Boudjellal
doaj +4 more sources
INFEASIBLE FULL NEWTON-STEP INTERIOR-POINT METHOD FOR LINEAR COMPLEMENTARITY PROBLEMS
Croatian Operational Research Review, 2012 In this paper we consider an Infeasible Full Newton-step Interior-Point Method (IFNS-IPM) for monotone Linear Complementarity Problems (LCP). The method does not require a strictly feasible starting point.
Goran Lešaja +2 more
doaj +5 more sources
Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems
Croatian Operational Research Review, 2016 We present an Infeasible Interior-Point Method for monotone Linear Complementarity Problem (LCP) which is an improved version of the algorithm given in [13]. In the earlier version, each iteration consisted of one feasibility step and few centering steps.
Goran Lešaja, Mustafa Ozen
doaj +4 more sources
An infeasible-interior-point method for the \(P_\ast(k)\) -matrix LCP
Journal of Numerical Analysis and Approximation Theory, 1998 Not available.
Jun Ji, Florian A. Potra
doaj +3 more sources
Efficient method to compute search directions of infeasible primal-dual path-following interior-point method for large scale block diagonal quadratic programming [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2021 Quadratic programming is an important optimization problem that has applications in many areas such as finance, control, and management. Quadratic programs arisen in practice are often large but sparse, and they usually cannot be solved efficiently ...
Duangpen Jetpipattanapong +1 more
doaj +1 more source
A new non-monotonic infeasible simplex-type algorithm for Linear Programming [PDF]
PeerJ Computer Science, 2020 This paper presents a new simplex-type algorithm for Linear Programming with the following two main characteristics: (i) the algorithm computes basic solutions which are neither primal or dual feasible, nor monotonically improving and (ii) the sequence ...
Charalampos P. Triantafyllidis +1 more
doaj +2 more sources
Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones [PDF]
SIAM Journal on Optimization, 2006 We establish polynomial-time convergence of infeasible-interior-point methods for conic programs over symmetric cones using a wide neighborhood of the central path. The convergence is shown for a commutative family of search directions used in Schmieta and Alizadeh [Math. Program., 96 (2003), pp. 409-438]. Monteiro and Zhang [Math. Program., 81 (1998),
Potra, Florian A., Sheng, Rongqin
+6 more sources
A new search direction for full-Newton step infeasible interior-point method in linear optimization
Croatian Operational Research Review, 2023 In this work, we investigate a full Newton step infeasible interior-point method for linear optimization based on a new search direction which is obtained from an algebraic equivalent transformation of the central path system.
Behrouz Kheirfam
doaj +1 more source