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Primal-Dual Interior-Point Methods for Domain-Driven Formulations

Mathematics of Operations Research, 2018
We study infeasible-start primal-dual interior-point methods for convex optimization problems given in a typically natural form we denote as Domain-Driven formulation.
M. Karimi, L. Tunçel
semanticscholar   +1 more source

On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods

Mathematical programming, 2017
We analyze sequences generated by interior point methods (IPMs) in convex and nonconvex settings. We prove that moving the primal feasibility at the same rate as the barrier parameter μ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage ...
G. Haeser, Oliver Hinder, Y. Ye
semanticscholar   +1 more source

Interior-Point Method

2013
As was known, the simplex method moves on the underlying polyhedron, from vertex to adjacent vertex along descent edges, until an optimal vertex is reached, or unboundedness of the problem is detected. Nevertheless, it would go through an exponential number of vertices of the polyhedron (Sect. 3.8), and even stall at a vertex forever because of cycling
openaire   +1 more source

Accelerating Condensed Interior-Point Methods on SIMD/GPU Architectures

Journal of Optimization Theory and Applications, 2023
F. Pacaud   +4 more
semanticscholar   +1 more source

PARALLEL INEXACT NEWTON AND INTERIOR POINT METHODS

Parallel Computing, 2000
An inexact Newton method is combined with a block iterative row-projection linear solver in order to solve sparse and large systems of nonlinear equations. It is underlined that a mutually orthogonal row-partition of the Jacobian matrix allows a simple solution of the linear least squares sub-problems.
BERGAMASCHI, LUCA, ZILLI, GIOVANNI
openaire   +3 more sources

Barrier Functions in Interior Point Methods

Mathematics of Operations Research, 1996
We show that the universal barrier function of a convex cone introduced by Nesterov and Nemirovskii is the logarithm of the characteristic function of the cone. This interpretation demonstrates the invariance of the universal barrier under the automorphism group of the underlying cone.
openaire   +2 more sources

FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs

International Journal of Control, 2020
Andrea Zanelli   +3 more
semanticscholar   +1 more source

Interior Point Method: History and Prospects

Computational Mathematics and Mathematical Physics, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Pivotal Interior-Point Method

2013
The same idea of the face method can be applied to the dual problem to derive a dual variant. The resulting method seems to be even more efficient than its primal counterpart.
openaire   +1 more source

Interior Point Methods

1995
In this chapter we will describe the methods that start with a point in the interior of the feasible region and continue through the interior towards the boundary solution. The study of these methods was started by the work of Karmarkar, and has been an area of intense international activity during the past decade.
openaire   +1 more source

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