2 Methods 2 2.1 Lagrange Multiplier Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.2 Pegging Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.3 Interior-Point Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3.1 Optimality Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3.2 Interior-Point Algorithm ....

Hardware information: Any computer with a FORTRAN 77 compiler.

We present complexity results on solving real-number standard linear programs LP (A,b, c), where the constraint matrix A ∈ IRm×n, the right-hand-side vector b ∈ IR and the objective coefficient vector c ∈ IR are real. In particular, we present a two-layered interior-point method and show that LP (A,b,0), i.e., the linear feasibility problem Ax = b and x ≥ 0, can be solved in in O(n2.5c(A)) inte...

Sparse covariance selection problems can be formulated as log-determinant (log-det ) semidefinite programming (SDP) problems with large numbers of linear constraints. Standard primal-dual interior-point methods that are based on solving the Schur complement equation would encounter severe computational bottlenecks if they are applied to solve these SDPs. In this paper, we consider a customized ...

in this paper, we deal to obtain some new complexity results for solving semidefinite optimization (sdo) problem by interior-point methods (ipms). we define a new proximity function for the sdo by a new kernel function. furthermore we formulate an algorithm for a primal dual interior-point method (ipm) for the sdo by using the proximity function and give its complexity analysis, and then we sho...

Abstract. Sampling points from the uniform distribution on a polytope is a well-studied problem, and is an important ingredient in several computational tasks involving polytopes, such as volume estimation. This is achieved by setting up a random walk inside the polytope, with its stationary distribution being uniform in the interior of the polytope. Kannan-Narayanan [6] and Narayanan [9] propo...

In this paper, we propose primal-dual potential-reduction algorithms which can start from an infeasible interior point. We rst describe two such algorithms and show that both are polynomial-time bounded. One of the algorithms decreases the Tanabe-Todd-Ye primal-dual potential function by a constant at each iteration under the condition that the duality gap decreases by at most the same ratio as...

We consider semilinear elliptic equations ∆u ± ρ(x)f(u) = 0, or more generally ∆u + φ(x, u) = 0, posed in RN (N ≥ 3). We prove that the existence of bounded positive entire solutions is closely related to the existence of bounded solution for ∆u + ρ(x) = 0 in RN . Many sufficient conditions which are invariant under the isometry group of RN are established. Our proofs use the standard barrier m...