Hessian Barrier Algorithms for Linearly Constrained Optimization Problems

DOI10.1137/18M1215682zbMath1421.90164arXiv1809.09449OpenAlexW2970875067MaRDI QIDQ5233100

Panayotis Mertikopoulos, Werner Schachinger, Immanuel M. Bomze, Mathias Staudigl

Publication date: 16 September 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.09449

zbMATH Keywords

nonconvex optimizationinterior-point methodstraffic assignmentmirror descentHessian-Riemannian gradient descent

Mathematics Subject Classification ID

Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items

Generalized self-concordant analysis of Frank-Wolfe algorithms, A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones, First-order methods for convex optimization

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