Results 101 to 110 of about 26,938 (149)

An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps

Optimization Methods and Software, 2002
This 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, PIERACCINI, SANDRA, ARMELLINI A.   +2 more
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An Infeasible-Interior-Point Method for Linear Complementarity Problems

SIAM Journal on Optimization, 1997
For 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., Shanno, David F.   +1 more
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Validated Infeasible Interior-Point Predictor–Corrector Methods for Linear Programming

Numerical Algorithms, 2004
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Idriss, Ismail I., Walter, Wolfgang V.
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New infeasible interior-point algorithm based on monomial method

Computers & Operations Research, 1996
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Hsieh, Yi-Chih, Bricker, Dennis L.
openaire   +1 more source

Full Nesterov–Todd step infeasible interior-point method for symmetric optimization

European Journal of Operational Research, 2011
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Gu, G., Zangiabadi, M., Roos, C.
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Passivity Enforcement Using an Infeasible-Interior-Point Primal-Dual Method

IEEE Transactions on Power Systems, 2008
Application 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, M. Vakilian, R. Iravani, S.M. Shahrtash   +3 more
openaire   +1 more source

Convergent Infeasible Interior-Point Trust-Region Methods for Constrained Minimization

SIAM Journal on Optimization, 2002
Summary: 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, 1998
In 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
openaire   +2 more sources