Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming [PDF]
In this paper we will discuss two variants of an inexact feasible interior point algorithm for convex quadratic programming. We will consider two different neighbourhoods: a (small) one induced by the use of the Euclidean norm which yields a short-step ...
Andersen E. D., Jacek Gondzio
core +2 more sources
On the relationship of interior-point methods
In this paper, we show that the moving directions of the primal-affine scaling method (with logarithmic barrier function), the dual-affine scaling method (with logarithmic barrier function), and the primal-dual interior point method are merely the Newton
Ruey-Lin Sheu, Shu-Cherng Fang
doaj +1 more source
Distributed Interior-point Method for Loosely Coupled Problems
In this paper, we put forth distributed algorithms for solving loosely coupled unconstrained and constrained optimization problems. Such problems are usually solved using algorithms that are based on a combination of decomposition and first order methods.
Andersen, Martin S. +2 more
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On the Stationary Cahn-Hilliard Equation: Bubble Solutions [PDF]
We study stationary solutions of the Cahn--Hilliard equation in a bounded smooth domain which have an interior spherical interface (bubbles). We show that a large class of interior points (the ``nondegenerate peak'' points) have the following ...
Wei, J, Winter, M
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On Implementing a Two-Step Interior Point Method for Solving Linear Programs
A new two-step interior point method for solving linear programs is presented. The technique uses a convex combination of the auxiliary and central points to compute the search direction.
Sajad Fathi Hafshejani +2 more
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Homotopy Interior-Point Method for a General Multiobjective Programming Problem
We present a combined homotopy interior-point method for a general multiobjective programming problem. For solving the KKT points of the multiobjective programming problem, the homotopy equation is constructed. We prove the existence and convergence of a
X. Zhao, S. G. Zhang, Q. H. Liu
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Matrix Structure Driven Interior Point Method for Quadrotor Real-Time Trajectory Planning
Sequential convex programming (SCP) has been recently employed in various trajectory planning problems, including entry flight, planetary landing, and aircraft formation.
Guangtong Xu +3 more
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A new non-monotonic infeasible simplex-type algorithm for Linear Programming [PDF]
This paper presents a new simplex-type algorithm for Linear Programming with the following two main characteristics: (i) the algorithm computes basic solutions which are neither primal or dual feasible, nor monotonically improving and (ii) the sequence ...
Charalampos P. Triantafyllidis +1 more
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A Warm-start Interior-point Method for Predictive Control [PDF]
In predictive control, a quadratic program (QP) needs to be solved at each sampling instant. We present a new warm-start strategy to solve a QP with an interior-point method whose data is slightly perturbed from the previous QP.
Constantinides, GA +2 more
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A new search direction of IPM for horizontal linear complementarity problems
This study presents a new search direction for the horizontal linear complementarity problem. A vector-valued function is applied to the system of xy=μe, which defines the central path.
Xiaoyu Gong +4 more
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