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
A Large-Step Infeasible-Interior-Point Method for the P*-Matrix LCP [PDF]
SIAM Journal on Optimization, 1997 Summary: A large-step infeasible-interior-point method is proposed for solving \(P_*(\kappa)\)-matrix linear complementarity problems. It is new even for monotone LCP. The algorithm generates points in a large neighborhood of an infeasible central path. Each iteration requires only one matrix factorization.
Florian A Potra
exaly +6 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
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 +4 more sources
An infeasible full NT-step interior point method for circular optimization
Numerical Algebra, Control and Optimization, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Behrouz Kheirfam, Guoqiang Wang
exaly +4 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 superquadratic infeasible-interior-point method for linear complementarity problems [PDF]
Mathematical Programming, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stephen J. Wright 0001, Yin Zhang
openaire +3 more sources
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
Infeasible constraint-reduced interior-point methods for linear optimization [PDF]
Optimization Methods and Software, 2012 In this paper, building on a general framework which encompasses several previously proposed approaches for dual-feasible constraint-reduced interior-point optimization, for which we prove convergence to a single point of the sequence of dual iterates, we propose a framework for ‘infeasible’ constraint-reduced interior-point optimization.
Meiyun Y. He, André L. Tits
openaire +1 more source