نتایج جستجو برای: interior point method

تعداد نتایج: 2080526  

Journal: :Math. Program. 1998
Jacek Gondzio

A practical warm-start procedure is described for the infeasible primal-dual interior-point method employed to solve the restricted master problem within the cutting-plane method. In contrast to the theoretical developments in this eld, the approach presented in this paper does not make the unrealistic assumption that the new cuts are shallow. Moreover, it treats systematically the case when a ...

Journal: :The Journal of the Australian Mathematical Society. Series B. Applied Mathematics 1990

Journal: :Transactions of the Society of Instrument and Control Engineers 1997

Journal: :Computer Methods in Applied Mechanics and Engineering 2014

Journal: :SIAM Journal on Optimization 1996
Christoph Helmberg Franz Rendl Robert J. Vanderbei Henry Wolkowicz

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.

1996
Christoph Helmberg Franz Rendl Robert J. Vanderbei Henry Wolkowicz

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 show that the approach is very eecient for graph bisection problems, such as max-cut. Other applications include max-min eigenvalue problems and relaxations for the stable set problem.

Journal: :Optimization Methods and Software 2005
Silvia Bonettini

In this paper we describe a variant of the Inexact Newton method for solving nonlinear systems of equations. We define a nonmonotone Inexact Newton step and a nonmonotone backtracking strategy. For this nonmonotone Inexact Newton scheme we present the convergence theorems. Finally, we show how we can apply these strategies to Inexact Newton Interior–Point method and we present some numerical ex...

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