Interior point techniques in optimization. Complementarity, sensitivity and algorithms

zbMath0886.90098MaRDI QIDQ1353364

Benjamin Jansen

Publication date: 29 April 1997

Published in: Applied Optimization (Search for Journal in Brave)

zbMATH Keywords

sensitivitylinear complementaritysemidefinite programmingsmallest eigenvalueduality theorypolynomial complexitycomplementaritynonlinear complementarityinterior point techniquesprimal-dual Dikin-affine scaling algorithmtarget-following approach

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

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On the complexity of a combined homotopy interior method for convex programming ⋮ A new primal-dual interior-point algorithm for convex quadratic optimization ⋮ Multimodal image registration by elastic matching of edge sketches via optimal control ⋮ A polynomial time constraint-reduced algorithm for semidefinite optimization problems ⋮ Examples of ill-behaved central paths in convex optimization ⋮ LPAKO: A Simplex-based Linear Programming Program ⋮ Long-step interior-point algorithms for a class of variational inequalities with monotone operators ⋮ Polynomial primal-dual cone affine scaling for semidefinite programming

Uses Software

• LOQO
• LINDO
• AIMMS
• GAMS