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 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.
André Tits
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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.
C Roos, Alireza Asadi
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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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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, Rongqin Sheng
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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
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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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A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs [PDF]
Sahand Communications in Mathematical Analysis, 2019 An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and ...
Ali Nakhaei Amroudi +2 more
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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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