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
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Infeasible Interior-Point Methods for Linear Optimization Based on Large Neighborhood [PDF]
Journal of Optimization Theory and Applications, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alireza Asadi, C. Roos
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A New Wide Neighborhood Primal–Dual Infeasible-Interior-Point Method for Symmetric Cone Programming [PDF]
Journal of Optimization Theory and Applications, 2013 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.
Hongwei Liu, Ximei Yang, Changhe Liu
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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
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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
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New complexity analysis of full Nesterov-Todd step infeasible interior point method for second-order cone optimization [PDF]
Yugoslav Journal of Operations Research, 2018 We present a full Nesterov-Todd (NT) step infeasible interior-point algorithm for second-order cone optimization based on a different way to calculate feasibility direction. In each iteration of the algorithm we use the largest possible barrier parameter
Kheirfam Behrouz
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An Inexact Feasible Quantum Interior Point Method for Linearly Constrained Quadratic Optimization [PDF]
Entropy, 2023 Quantum linear system algorithms (QLSAs) have the potential to speed up algorithms that rely on solving linear systems. Interior point methods (IPMs) yield a fundamental family of polynomial-time algorithms for solving optimization problems. IPMs solve a
Zeguan Wu +4 more
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Communications in Combinatorics and Optimization, 2018 An infeasible interior-point algorithm for solving the $P_*$-matrix linear complementarity problem based on a kernel function with trigonometric barrier term is analyzed.
B. Kheirfam, M. Haghighi
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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
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On the behavior of Lagrange multipliers in convex and non-convex infeasible interior point methods [PDF]
Mathematical Programming, 2017 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, Oliver Hinder, Yinyu Ye
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