Results 21 to 30 of about 2,434,105 (316)
Log-Barrier Interior Point Methods Are Not Strongly Polynomial [PDF]
SIAM Journal on applied algebra and geometry, 2017 We prove that primal-dual log-barrier interior point methods are not strongly polynomial, by constructing a family of linear programs with $3r+1$ inequalities in dimension $2r$ for which the number of iterations performed is in $\Omega(2^r)$.
Xavier Allamigeon +3 more
semanticscholar +1 more source
Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections [PDF]
, 2015 This work focuses on the iterative solution of sequences of KKT linear systems arising in interior point methods applied to large convex quadratic programming problems.
Bellavia, S. +3 more
core +2 more sources
Quasi-Newton approaches to interior point methods for quadratic problems [PDF]
Computational optimization and applications, 2018 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.
J. Gondzio, F. Sobral
semanticscholar +1 more source
Inversion of Gravity Anomalies Using Primal-Dual Interior Point Methods
AIMS Geosciences, 2016 Structural inversion of gravity datasets based on the use of density anomalies to derive robust images of the subsurface (delineating lithologies and their boundaries) constitutes a fundamental non-invasive tool for geological exploration.
Aaron A. Velasco, Azucena Zamora
doaj +1 more source
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 +1 more source
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 +1 more source
A new search direction for full-Newton step infeasible interior-point method in linear optimization
Croatian Operational Research Review, 2023 In this work, we investigate a full Newton step infeasible interior-point method for linear optimization based on a new search direction which is obtained from an algebraic equivalent transformation of the central path system.
Behrouz Kheirfam
doaj +1 more source
A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction
Croatian Operational Research Review, 2016 In this paper, we present a full-Newton step feasible interior-point algorithm for a P∗(κ) linear complementarity problem based on a new search direction.
Behrouz Kheirfam, Masoumeh Haghighi
doaj +1 more source
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.
Kardoš, Juraj +2 more
openaire +2 more sources
Mathematical Modelling and Analysis, 2018 An arc search interior-point algorithm for monotone symmetric cone linear complementarity problem is presented. The algorithm estimates the central path by an ellipse and follows an ellipsoidal approximation of the central path to reach an ε-approximate ...
Mohammad Pirhaji +3 more
doaj +1 more source