نتایج جستجو برای: interior point method

تعداد نتایج: 2080526  

2009
Margarida Fonseca José Rui Figueira Mauricio G. C. Resende

In this paper we present a primal-dual interior-point algorithm to solve a class of multi-objective network flow problems. More precisely, our algorithm is an extension of the single-objective primal-dual infeasible and inexact interior point method for multi-objective linear network flow problems. A comparison with standard interior point methods is provided and experimental results on bi-obje...

2001
Shuguang Cui Zhi-Quan Luo Zhi Ding

A common problem with the existing blind multi-user CDMA detectors is that their performance is very sensitive to the Signature Waveform Mismatch (SWM) caused by channel distortion. In this paper we consider the problem of designing a blind multi-user CDMA detector which is robust to the SWM. We present a convex formulation for this problem by using the Second Order Cone (SOC) programming. We a...

Journal: :INFORMS Journal on Computing 1999
Erling D. Andersen

During the last decade interior-point methods have become an eecient alternative to the simplex algorithm for solution of large-scale linear programming (LP) problems. However, in many practical applications of LP, interior-point methods have the drawback that they do not generate an optimal basic and nonbasic partition of the variables. This partition is required in the traditional sensitivity...

2003
MARTIN WEISER Martin Weiser

A primal-dual interior point method for optimal control problems is considered. The algorithm is directly applied to the infinite dimensional problem. Existence and convergence of the central path are analyzed, and linear convergence of a short step pathfollowing method is established.

Journal: :CoRR 2015
Kurt Mehlhorn Sanjeev Saxena

Linear programming is now included in algorithm undergraduate and postgraduate courses for computer science majors. We show that it is possible to teach interior-point methods directly to students with just minimal knowledge of linear algebra.

2016
BENEDETTA MORINI MATTIA TANI

We address the iterative solution of symmetric KKT systems arising in the solution of convex quadratic programming problems. Two strictly related and well established formulations for such systems are studied with particular emphasis on the effect of preconditioning strategies on their relation. Constraint and augmented preconditioners are considered, and the choice of the augmentation matrix i...

Journal: :SIAM Journal on Optimization 2006
Bharath Kumar Rangarajan

We establish polynomial-time convergence of infeasible-interior-point methods for conic programs over symmetric cones using a wide neighborhood of the central path. The convergence is shown for a commutative family of search directions used in Schmieta and Alizadeh [9]. These conic programs include linear and semidefinite programs. This extends the work of Rangarajan and Todd [8], which establi...

Journal: :Math. Meth. of OR 2012
Changhe Liu Hongwei Liu

In this paper, we propose a second-order corrector interior-point algorithm for semidefinite programming (SDP). This algorithm is based on the wide neighborhood. The complexity bound is O( √ nL) for the Nesterov-Todd direction, which coincides with the best known complexity results for SDP. To our best knowledge, this is the first wide neighborhood second-order corrector algorithm with the same...

Journal: :SIAM Journal on Optimization 1998
María D. González-Lima Richard A. Tapia Florian A. Potra

The computation of the analytic center of the solution set can be important in linear programming applications where it is desirable to obtain a solution that is not near the relative boundary of the solution set. In this work we discuss the eeective computation of the analytic center solution by the use of primal-dual interior-point methods. A primal-dual interior-point algorithm designed for ...

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