Results 1 to 10 of about 1,785,875 (332)
Interior point methods in the year 2025 [PDF]
EURO Journal on Computational OptimizationInterior point methods (IPMs) have hugely influenced the field of optimization. Their fast development has been triggered by the seminal paper of Narendra Karmarkar published in 1984 which delivered a polynomial algorithm for linear programming and ...
Jacek Gondzio
doaj +3 more sources
Quantum Interior Point Methods for Semidefinite Optimization [PDF]
Quantum, 2023 We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact search direction ...
Brandon Augustino +3 more
doaj +3 more sources
Sparse Approximations with Interior Point Methods [PDF]
SIAM Review, 2022 Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well conditioned problems.
Valentina De Simone +4 more
openaire +7 more sources
End-To-End Resource Analysis for Quantum Interior-Point Methods and Portfolio Optimization [PDF]
PRX Quantum, 2023 We study quantum interior-point methods (QIPMs) for second-order cone programming (SOCP), guided by the example use case of portfolio optimization (PO).
Alexander M. Dalzell +10 more
doaj +2 more sources
On the relationship of interior-point methods
International Journal of Mathematics and Mathematical Sciences, 1993 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 +2 more sources
Interior-point methods for estimating seasonal parameters in discrete-time infectious disease models. [PDF]
PLoS ONE, 2013 Infectious diseases remain a significant health concern around the world. Mathematical modeling of these diseases can help us understand their dynamics and develop more effective control strategies.
Daniel P Word +4 more
doaj +2 more sources
Structure-Exploiting Interior Point Methods [PDF]
, 2020 Interior point methods are among the most popular techniques for large scale nonlinear optimization, owing to their intrinsic ability of scaling to arbitrary large problem sizes. Their efficiency has attracted in recent years a lot of attention due to increasing demand for large scale optimization in industry and engineering.
Jurai Kardos +2 more
openaire +4 more sources
Journal of Numerical Analysis and Approximation Theory, 2023 Our aim in this work is to extend the primal-dual interior point method based on a kernel function for linear fractional problem. We apply the techniques of kernel function-based interior point methods to solve a standard linear fractional program.
Mousaab Bouafia, Adnan Yassine
doaj +3 more sources
Quasi-Newton approaches to interior point methods for quadratic problems [PDF]
Computational optimization and applications, 2019 Interior point methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration.
Jacek Gondzio, F. N. C. Sobral
openalex +3 more sources
A Primal–Dual Interior Point Method for Complex–Variable Optimization Problems
International Journal of Applied Mathematics and Computer ScienceIn this paper, we propose a primal-dual interior-point method for solving convex optimization problems with complex variables, relying on a newly defined complex-valued kernel function.
Laouar Mounia +5 more
doaj +3 more sources