End-To-End Resource Analysis for Quantum Interior-Point Methods and Portfolio Optimization
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 +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
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
Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization [PDF]
, 2017 Interior point methods provide an attractive class of approaches for solving linear, quadratic and nonlinear programming problems, due to their excellent efficiency and wide applicability.
Gondzio, Jacek +4 more
core +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
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
core +1 more source
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
An interior point algorithm for computing equilibria in economies with incomplete asset markets [PDF]
, 2004 Computing equilibria in general equilibria models with incomplete asset (GEI) markets is technically difficult. The standard numerical methods for computing these equilibria are based on homotopy methods.
Esteban-Bravo, Mercedes
core +1 more source
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
doaj +1 more source
Optimal Correction of Infeasible Systems in the Second Order Conic Linear Setting [PDF]
Computer Science Journal of Moldova, 2011 In this paper we consider correcting infeasibility in a second order conic linear inequality by minimal changes in the problem data. Under certain conditions, it is proved that the minimal correction can be done by solving a lower dimensional convex ...
Maziar Salahi
doaj