Interior proximal point algorithm for linear programs

DOI10.1007/BF00940319zbMath0795.90041MaRDI QIDQ1321229

Rudy Setiono

Publication date: 22 September 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

global convergenceNewton methodinterior proximal point algorithm

Mathematics Subject Classification ID

Linear programming (90C05)

Related Items (8)

Interior dual proximal point algorithm for linear programs ⋮ Proximal minimizations with \(D\)-functions and the massively parallel solution of linear network programs ⋮ Improving an interior-point algorithm for multicommodity flows by quadratic regularizations ⋮ Existence, uniqueness, and convergence of the regularized primal-dual central path ⋮ Quadratic regularizations in an interior-point method for primal block-angular problems ⋮ A primal-dual regularized interior-point method for convex quadratic programs ⋮ Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization ⋮ The adventures of a simple algorithm

Uses Software

• KORBX
• YSMP

Cites Work

• A new polynomial-time algorithm for linear programming
• An analogue of Moreau's proximation theorem, with application to the nonlinear complementarity problem
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• A variable-metric variant of the Karmarkar algorithm for linear programming
• Yale sparse matrix package I: The symmetric codes
• Monotone Operators and the Proximal Point Algorithm
• Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems

This page was built for publication: Interior proximal point algorithm for linear programs