Results 21 to 30 of about 16,527,400 (269)
Convergence analysis of an Inexact Infeasible Interior Point method for Semidefinite Programming [PDF]
, 2004 In this paper we present an extension to SDP of the well known infeasible Interior Point method for linear programming of Kojima,Megiddo and Mizuno (A primal-dual infeasible-interior-point algorithm for Linear Programming, Math. Progr., 1993).
Pieraccini, Sandra, Bellavia, S
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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
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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
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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
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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
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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
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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
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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
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Solving large scale linear programming [PDF]
, 1993 The interior point method (IPM) is now well established as a competitive technique for solving very large scale linear programming problems. The leading variant of the interior point method is the primal dual - predictor corrector algorithm due to ...
Levkovitz, R, Mitra, G, Hafsteinsson, H
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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
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