Interior-point algorithms for a class of convex optimization problems [PDF]
In this paper we consider interior-point methods (IPM) for the nonlinear, convex optimization problem where the objective function is a weighted sum of reciprocals of variables subject to linear constraints (SOR).
Lešaja Goran, Slaughter Verlynda N.
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Matrix Scaling and Balancing via Box Constrained Newton's Method and Interior Point Methods [PDF]
In this paper, we study matrix scaling and balancing, which are fundamental problems in scientific computing, with a long line of work on them that dates back to the 1960s.
Michael B. Cohen +3 more
semanticscholar +1 more source
Volumetric Barrier Cutting Plane Algorithms for Stochastic Linear Semi-Infinite Optimization
In this paper, we study the two-stage stochastic linear semi-infinite programming with recourse to handle uncertainty in data defining (deterministic) linear semi-infinite programming.
Baha Alzalg, Asma Gafour, Lewa Alzaleq
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A primal–dual interior point method for a novel type-2 second order cone optimization
In this paper, we define a new, special second order cone as a type-k second order cone. We focus on the case of k=2, which can be viewed as a second order conic optimization (SOCO) problem with an additional complicating variable.
Md Sarowar Morshed +2 more
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Learning to steer nonlinear interior-point methods
Interior-point or barrier methods handle nonlinear programs by sequentially solving barrier subprograms with a decreasing sequence of barrier parameters.
Renke Kuhlmann
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Log-Barrier Interior Point Methods Are Not Strongly Polynomial [PDF]
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
The Symbolic Interior Point Method
Numerical optimization is arguably the most prominent computational framework in machine learning and AI. It can be seen as an assembly language for hard combinatorial problems ranging from classification and regression in learning, to computing optimal policies and equilibria in decision theory, to entropy minimization in information ...
Mladenov, Martin +2 more
openaire +3 more sources
An Inexact Feasible Quantum Interior Point Method for Linearly Constrained Quadratic Optimization [PDF]
Quantum linear system algorithms (QLSAs) have the potential to speed up algorithms that rely on solving linear systems. Interior point methods (IPMs) yield a fundamental family of polynomial-time algorithms for solving optimization problems. IPMs solve a
Zeguan Wu +4 more
semanticscholar +1 more source
Improvements to Quantum Interior Point Method for Linear Optimization [PDF]
Quantum linear system algorithms (QLSAs) have the potential to speed up Interior Point Methods (IPMs). However, a major bottleneck is the inexactness of quantum tomography to extract classical solutions from quantum states.
Mohammadhossein Mohammadisiahroudi +4 more
semanticscholar +1 more source
A new search direction for full-Newton step infeasible interior-point method in linear optimization
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
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