An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming
From MaRDI portal
Publication:687091
DOI10.1007/BF01581083zbMath0787.90068MaRDI QIDQ687091
Publication date: 6 January 1994
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
convergence analysisinterior point methodsconvex programspath-following algorithmnonsmooth Newton subroutine
Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items
Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems, Potential reduction method for harmonically convex programming, On piecewise quadratic Newton and trust region problems, Inexact Newton methods for solving nonsmooth equations, A convergence analysis for a convex version of Dikin's algorithm, Approximate Newton methods for nonsmooth equations, New version of the Newton method for nonsmooth equations, Complexity analysis for certain convex programming problems, Quadratic cost flow and the conjugate gradient method
Cites Work
- Global ellipsoidal approximations and homotopy methods for solving convex analytic programs
- A polynomial-time algorithm, based on Newton's method, for linear programming
- A new continuation method for complementarity problems with uniform P- functions
- An extension of Karmarkar's projective algorithm for convex quadratic programming
- On some efficient interior point methods for nonlinear convex programming
- A new algorithm for minimizing convex functions over convex sets
- On computing the center of a convex quadratically constrained set
- On the convergence of the method of analytic centers when applied to convex quadratic programs
- A nonsmooth version of Newton's method
- An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
- Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
- A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
- An Algorithm for Convex Quadratic Programming That Requires O(n3.5L) Arithmetic Operations
- An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
- Optimization and nonsmooth analysis
- A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
- A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems
- Convex Analysis
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
