Homotopy Interior-Point Method for a General Multiobjective Programming Problem

Homotopy Interior-Point Method for a General Multiobjective Programming Problem

Homotopy Method for a General Multiobjective Programming Problem under Generalized Quasinormal Cone Condition

and Applied Analysis 3 Recently, Song and Yao 14 generalize the combined homotopy interior point method to the general multi-objective programming problem under the so-called normal cone condition instead of the convexity condition about the feasible set. In that paper, they proved the existence of the homotopy path under the following assumptions: A1 Ω0 is nonempty and bounded; A2 for all x ∈ ...

A path-following infeasible interior-point algorithm for semidefinite programming

We present a new algorithm obtained by changing the search directions in the algorithm given in [8]. This algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only the full Nesterov-Todd (NT)step. Moreover, we obtain the currently best known iteration bound for the infeasible interior-point algorithms with full NT...

An Interior-point Method for Semideenite Programming an Interior-point Method for Semideenite Programming

We propose a new interior point based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semideenite matrices. We present a theoretical convergence analysis, and show that the approach is very eecient for graph bisection problems, such as max-cut. The approach can also be applied to max-min eigenvalue problems.

An Interior-Point Method for Semidefinite Programming

We propose a new interior point based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semidefinite matrices. We show that the approach is very efficient for graph bisection problems, such as max-cut. Other applications include max-min eigenvalue problems and relaxations for the stable set problem.