Interior dual proximal point algorithm for linear programs

DOI10.1016/0377-2217(94)90031-0zbMath0810.90092OpenAlexW1975852850MaRDI QIDQ1333478

Rudy Setiono

Publication date: 17 April 1995

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://digital.library.wisc.edu/1793/59188

zbMATH Keywords

global convergenceinterior point methodbarrier methods

Mathematics Subject Classification ID

Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (2)

A primal-dual regularized interior-point method for convex quadratic programs ⋮ The adventures of a simple algorithm

Uses Software

• KORBX
• MINOS
• YSMP

Cites Work

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• A new polynomial-time algorithm for linear programming
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• Computational experience with a dual affine variant of Karmarkar's method for linear programming
• Enlarging the region of convergence of Newton's method for constrained optimization
• A stable theorem of the alternative: An extension of the Gordan theorem
• Interior proximal point algorithm for linear programs
• A simple complexity proof for a polynomial-time linear programming algorithm
• An implementation of Karmarkar's algorithm for linear programming
• Yale sparse matrix package I: The symmetric codes
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
• Further Development of a Primal-Dual Interior Point Method
• Monotone Operators and the Proximal Point Algorithm
• A dual approach to solving nonlinear programming problems by unconstrained optimization

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