A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
From MaRDI portal
Publication:429507
DOI10.1007/s10589-010-9389-4zbMath1245.90056OpenAlexW2135217918MaRDI QIDQ429507
Stacey O. Nicholls, Luke B. Winternitz, André L. Tits, Dianne P. O'Leary
Publication date: 19 June 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9389-4
Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05)
Related Items
A constraint-reduced algorithm for semidefinite optimization problems with superlinear convergence, A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme, Constraint optimal selection techniques (COSTs) for nonnegative linear programming problems, Adaptive constraint reduction for convex quadratic programming, A polynomial time constraint-reduced algorithm for semidefinite optimization problems, Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization, rMPC
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Matrix-free interior point method
- An active-set strategy in an interior point method for linear programming
- A Newton method for linear programming
- An \(O(n^ 3L)\) potential reduction algorithm for linear programming
- Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms
- On bounds for scaled projections and pseudoinverses
- Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming
- Further development of multiple centrality correctors for interior point methods
- On scaled projections and pseudoinverses
- On the primal-dual affine scaling method
- On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
- A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
- A simple proof of a primal affine scaling method
- A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
- The central path visits all the vertices of the Klee–Minty cube
- On Mehrotra-Type Predictor-Corrector Algorithms
- A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
- On the Implementation of a Primal-Dual Interior Point Method
- A Short-Cut Potential Reduction Algorithm for Linear Programming
- A Polynomial Primal-Dual Dikin-Type Algorithm for Linear Programming
- Constraint Reduction for Linear Programs with Many Inequality Constraints
