Convergence Analysis of an Inexact Infeasible Interior Point Method for Semidefinite Programming [PDF]
Computational Optimization and Applications, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stefania Bellavia, Sandra Pieraccini
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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 L Tits
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A superquadratic infeasible-interior-point method for linear complementarity problems [PDF]
, 1994 We consider a modification of a path-following infeasible-interior- point algorithm described by Wright. In the new algorithm, we attempt to improve each new iterate by reusing the coefficient matrix factors from the latest step. We show that the modified algorithm has similar theoretical global convergence properties to the earlier algorithm, while ...
Stephen J. Wright, Yin Zhang
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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.
Ghussoun Al-Jeiroudi, Jacek Gondzio
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A preconditioned inexact infeasible quantum interior point method for linear optimization [PDF]
Computational Optimization and ApplicationsAbstract Quantum Interior Point Methods (QIPMs) have been attracting significant interests recently due to their potential of solving optimization problems substantially faster than state-of-the-art conventional algorithms. In general, QIPMs use Quantum Linear System Algorithms (QLSAs) to substitute classical linear system solvers ...
Zeguan Wu, Yang Xiu, Tamás Terlaky
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An infeasible-interior-point method for the \(P_\ast(k)\) -matrix LCP
Journal of Numerical Analysis and Approximation Theory, 1998 Not available.
Jiafu Ji, Florian A. Potra
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An infeasible Predictor-Corrector Interior Point Method Applied to Image Denoising
, 1997 Image recovery problems can be solved using optimization techniques. In this case, they often lead to the resolution of either a large scale quadratic program, or, equivalently, to a nondifferentiable minimization problem. Interior point methods are widely known for their efficiency in linear programming. Lately, they have been extended with success to
Cécilia Pola, Claudia Sagastizábal
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Convergence of infeasible-interior-point methods for self-scaled conic programming
, 2003 Convergence of infeasible-interior-point methods for self-scaled conic ...
Bharath Kumar Rangarajan +1 more
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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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Large-Update Infeasible Interior-Point Methods for Linear Optimization
, 2011 Recently, C. Roos proposed a full-Newton step infeasible interior-point method (IIPM) for linear optimization (LO). Shortly afterwards, Mansouri and Roos presented a variant of this algorithm and Gu et al. a version with a simplified analysis. Roos' algorithm is a path-following method.
A. Asadi
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