Numerical Path Following
نویسنده
چکیده
منابع مشابه
Primal-dual path-following algorithms for circular programming
Circular programming problems are a new class of convex optimization problems that include second-order cone programming problems as a special case. Alizadeh and Goldfarb [Math. Program. Ser. A 95 (2003) 3-51] introduced primal-dual path-following algorithms for solving second-order cone programming problems. In this paper, we generalize their work by using the machinery of Euclidean Jordan alg...
متن کاملPath-following Methods for a Class of Constrained Minimization Problems in Function Space
Path-following methods for primal-dual active set strategies requiring a regularization parameter are introduced. Existence of a path and its differentiability properties are analyzed. Monotonicity and convexity of the primal-dual path value function are investigated. Both feasible and infeasible approximations are considered. Numerical path following strategies are developed and their efficien...
متن کاملFeasible and Noninterior Path-Following in Constrained Minimization with Low Multiplier Regularity
Primal-dual path-following methods for constrained minimization problems in function space with low multiplier regularity are introduced and analyzed. Regularity properties of the path are proved. The path structure allows us to define approximating models, which are used for controlling the path parameter in an iterative process for computing a solution of the original problem. The Moreau–Yosi...
متن کاملAn Implementing Weighted Path-following Algorithm for Linear Complementarity Problems
In this paper, we present an implementing weighted path following interior point algorithm for solving linear complementarity problems. Different strategies are used for its numerical implementation. An artificial variable technique is used to compute a strictly feasible starting point. An interesting comparison with the well-known Lemke’s algorithm is done.
متن کاملThe Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems
A non{interior path following algorithm is proposed for the linear complementarity problem. The method employs smoothing techniques introduced by Kanzow. If the LCP is P 0 +R 0 and satisses a non{degeneracy condition due to Fukushima, Luo, and Pang, then the algorithm is globally linearly convergent. As with interior point path following methods, the convergence theory relies on the notion of a...
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