Interior proximal point algorithm for linear programs
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Publication:1321229
DOI10.1007/BF00940319zbMath0795.90041MaRDI QIDQ1321229
Publication date: 22 September 1994
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
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
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
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