Complexity analysis and numerical implementation of a full-Newton step interior-point algorithm for LCCO

DOI10.1007/s11075-014-9955-4zbMath1327.90188OpenAlexW1981132378MaRDI QIDQ747738

Mohamed Achache, Moufida Goutali

Publication date: 19 October 2015

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-014-9955-4

zbMATH Keywords

interior point methodslinearly constrained convex optimizationcomplexity of algorithmsshort-step primal-dual algorithms

Mathematics Subject Classification ID

Convex programming (90C25) Interior-point methods (90C51)

Related Items (4)

An infeasible interior-point algorithm for linear optimization over Cartesian symmetric cones ⋮ An interior-point algorithm for linearly constrained convex optimization based on kernel function and application in non-negative matrix factorization ⋮ A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems ⋮ Path-following interior-point algorithm for monotone linear complementarity problems

Cites Work

• A new primal-dual path-following method for convex quadratic programming
• On well definedness of the central path
• A new primal-dual path-following interior-point algorithm for linearly constrained convex optimization
• New complexity analysis of the primal-dual Newton method for linear optimization
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