Results 21 to 30 of about 17,647,919 (136)
On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods [PDF]
Mathematical Programming, 2019 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 +2 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
doaj +1 more source
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.
Al-Jeiroudi, G., Gondzio, J.
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A penalty barrier framework for nonconvex constrained optimization [PDF]
Journal of Nonsmooth Analysis and OptimizationWe consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods.
Alberto De Marchi, Andreas Themelis
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Journal of Numerical Analysis and Approximation TheoryThe focus of this research is to apply primal-dual interior-point pathfollowing methods, specifically those derived from Newton’s method for solving convex quadratic semidefinite optimization (CQSDO) problems. In this paper, we present a numerical study
Yasmina Bendaas, Mohamed Achache
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MathematicsIn this paper, we present an algorithmic modeling approach based on Disjunctive Programming using Boolean logic “OR” to solve the Optimal Phasor Measurement Unit Placement (OPP).
Nikolaos P. Theodorakatos +2 more
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A preconditioned inexact infeasible quantum interior point method for linear optimization
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, Xiu Yang, Tamás Terlaky
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An infeasible interior-point algorithm for monotone linear complementarity problems based on a finite hyperbolic kernel function [PDF]
summary:This paper concerns an infeasible kernel-based interior-point algorithm (IPA) for monotone linear complementarity problems (LCPs). Our algorithm differs from other existing algorithms in the literature since its feasibility step is induced by a ...
Chikouche, Wided +2 more
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Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
, 1992 Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear ...
Mizuno, S., Todd, M. J., Kojima, M.
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On the relationship between bilevel decomposition algorithms and direct interior-point methods [PDF]
, 2004 Engineers have been using bilevel decomposition algorithms to solve certain nonconvex large-scale optimization problems arising in engineering design projects.
Miguel, Angel Víctor de +3 more
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