Results 71 to 80 of about 921 (114)
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An interior point method for nonlinear programming with infeasibility detection capabilities
Optimization Methods and Software, 2014This paper describes an interior point method for nonlinear programming endowed with infeasibility detection capabilities. The method is composed of two phases, a main phase whose goal is to seek optimality, and a feasibility phase that aims exclusively at improving feasibility.
Jorge Nocedal +2 more
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An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps
Optimization Methods and Software, 2002This article describes an infeasible interior-point (IP) method for solving monotone variational inequality problems with polyhedral constraints and, as a particular case, monotone nonlinear complementarity problems. The method determines a search direction by solving, possibly in an inexact way, the Newton equation for the central path.
GASPARO M. G +2 more
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An Infeasible-Interior-Point Method for Linear Complementarity Problems
SIAM Journal on Optimization, 1997For the linear complementarity problem (LCP) of the form: determine a vector pair \((x,z)\) satisfying \(Mx-c=z\), \(x^{T}z= 0\), \((x,z) \leq {\mathbf 0}\), where \(x,z,c \in {\mathbb{R}}^{n}\) and \(M \in {\mathbb{R}}^{n}\times {\mathbb{R}}^{n}\), the authors propose an infeasible-interior-point algorithm based on a method being a modification of a ...
Simantiraki, Evangelia M. +1 more
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Validated Infeasible Interior-Point Predictor–Corrector Methods for Linear Programming
Numerical Algorithms, 2004zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Idriss, Ismail I., Walter, Wolfgang V.
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New infeasible interior-point algorithm based on monomial method
Computers & Operations Research, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hsieh, Yi-Chih, Bricker, Dennis L.
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Passivity Enforcement Using an Infeasible-Interior-Point Primal-Dual Method
IEEE Transactions on Power Systems, 2008Application of the network equivalent concept for external system representation in electromagnetic transient studies is well known. However, the challenge in application of an equivalent model, approximated by rational functions, is to guarantee passivity of the corresponding model.
B. Porkar +3 more
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Convergent Infeasible Interior-Point Trust-Region Methods for Constrained Minimization
SIAM Journal on Optimization, 2002Summary: We study an infeasible primal-dual interior-point trust-region method for constrained minimization. This method uses a log-barrier function for the slack variables and updates the slack variables using second-order correction. We show that if a certain set containing the initial iterate is bounded and the origin is not in the convex hull of ...
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High Order Infeasible-Interior-Point Methods for Solving Sufficient Linear Complementarity Problems
Mathematics of Operations Research, 1998In this paper we develop systematically infeasible-interior-point methods of arbitrarily high order for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle, Pang and Venkateswaran (1989). The results apply to degenerate problems and problems having no strictly complementary solution.
J. Stoer, M. Wechs, S. Mizuno
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Superlinear convergence of infeasible-interior-point methods for linear programming
Mathematical Programming, 1994zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Yin, Zhang, Detong
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A truncated primal-infeasible dual-feasible network interior point method
Networks, 2000Summary: The authors introduce the truncated primal-infeasible dual-feasible interior point algorithm for linear programming and describe an implementation of this algorithm for solving the minimum-cost network flow problem. In each iteration, the linear system that determines the search direction is computed inexactly, and the norm of the resulting ...
Portugal, L. F. +3 more
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