On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods [PDF]
Mathematical Programming, 2019 We analyze sequences generated by interior point methods (IPMs) in convex and nonconvex settings. We prove that moving the primal feasibility at the same rate as the barrier parameter $μ$ ensures the Lagrange multiplier sequence remains bounded, provided the limit point of the primal sequence has a Lagrange multiplier.
Gabriel Haeser +2 more
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Linear Optimization with Cones of Moments and Nonnegative Polynomials [PDF]
, 2014 Let A be a finite subset of N^n and R[x]_A be the space of real polynomials whose monomial powers are from A. Let K be a compact basic semialgebraic set of R^n such that R[x]_A contains a polynomial that is positive on K.
Nie, Jiawang
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Convergence Analysis of the Inexact Infeasible Interior-Point Method for Linear Optimization [PDF]
Journal of Optimization Theory and Applications, 2008 This article studies the use of a primal-dual interior point method for solving large scale linear programs. The article begins with a presentation of the background to this problem and an overview of the existing literature, including the use of Preconditioned Conjugate Gradients (PCG) for inexact infeasible path-following algorithms.
Al-Jeiroudi, G., Gondzio, J.
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Computing Weighted Analytic Center for Linear Matrix Inequalities Using Infeasible Newton’s Method
Journal of Mathematics, 2015 We study the problem of computing weighted analytic center for system of linear matrix inequality constraints. The problem can be solved using Standard Newton’s method.
Shafiu Jibrin
doaj +1 more source
Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming [PDF]
, 2012 In this paper we will discuss two variants of an inexact feasible interior point algorithm for convex quadratic programming. We will consider two different neighbourhoods: a (small) one induced by the use of the Euclidean norm which yields a short-step ...
Andersen E. D., Jacek Gondzio
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Slow Adaptive OFDMA Systems Through Chance Constrained Programming [PDF]
, 2009 Adaptive OFDMA has recently been recognized as a promising technique for providing high spectral efficiency in future broadband wireless systems. The research over the last decade on adaptive OFDMA systems has focused on adapting the allocation of radio ...
Jun, Ying +4 more
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An Active Set Algorithm for Robust Combinatorial Optimization Based on Separation Oracles [PDF]
, 2018 We address combinatorial optimization problems with uncertain coefficients varying over ellipsoidal uncertainty sets. The robust counterpart of such a problem can be rewritten as a second-oder cone program (SOCP) with integrality constraints.
Buchheim, Christoph, De Santis, Marianna
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Computational Complexity versus Statistical Performance on Sparse Recovery Problems [PDF]
, 2018 We show that several classical quantities controlling compressed sensing performance directly match classical parameters controlling algorithmic complexity.
Boumal, Nicolas +2 more
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پژوهشهای ریاضی, 2021 By using a new search direction, we propose an infeasible interior-point method for monotone linear complementarity problem. The algorithm uses only one feasibility step in each iteration, and we prove that it suffices in order to obtain a polynomial ...
Nezameddin Mahdavi-Amiri +1 more
doaj
Revisiting interval protection, a.k.a. partial cell suppression, for tabular data [PDF]
, 2016 The final publication is available at link.springer.comInterval protection or partial cell suppression was introduced in “M. Fischetti, J.-J. Salazar, Partial cell suppression: A new methodology for statistical disclosure control, Statistics and ...
Castro Pérez, Jordi +1 more
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