There are several advantages for the infeasible interior point methods; for example, there is no longer a need to use big-M or an extra phase to find the feasible starting point.;In this dissertation, we investigate three infeasible path-following algorithms (a class of interior point methods)...
On the Rate of Local Convergence of High-Order-Infeasible-Path-Following Algorithms for P*-Linear Complementarity Problems A simple and unified analysis is provided on the rate of local convergence for a class of high-order-infeasible-path-following algorithms for the P*-linear... ZJ Sun - 《...
Path-following interior point algorithms for the Cartesian P_*(κ)-LCP over symmetric cones In this paper, we establish a theoretical framework of path-following interior point al- gorithms for the linear complementarity problems over symmetric co... ZY Luo,NH Xiu - 《Science in China》 被引...
dim. of free var = 2 *** convert ublk to lblk SDPT3: Infeasible path-following algorithms version predcorr gam expon scale_data NT 1 0.000 1 0 it pstep dstep pinfeas dinfeas gap prim-obj dual-obj cputime 0|0.000|0.000|1.5e+02|5.3e+01|5.5e+04| 3.194898e+00 0.000000e+00| 0:...
SDPT3: Infeasible path-following algorithms version predcorr gam expon scale_data HKM 1 0.000 1 0 it pstep dstep pinfeas dinfeas gap prim-obj dual-obj cputime 0|0.000|0.000|3.8e+02|1.7e+01|1.5e+07| 6.777480e+04 0.000000e+00| 0:0:00| spchol 1 1 ...
In this paper we study primal-dual path-following algorithms for second-order cone programming problems (SOCP). We extend the standard long-step/semilong-s... T Tsuchiya - 《Optimization Methods & Software》 被引量: 280发表: 1999年 Infeasible-start primal-dual methods and infeasibility detectors...
A polynomial-time inexact primal-dual infeasible path-following algorithm for convex quadratic SDP Convex quadratic semidefinite programming (QSDP) has been widely applied in solving engineering and scientific problems such as nearest correlation problem... L Li,KC Toh - 《Pacific Journal of Optimizatio...
D. C., Zhang, Y.: A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming. Math. Program. 81(3), 281–299 (1998) Article MathSciNet Google Scholar Nesterov, Y. E., Nemirovsk, A. S.: Interior point methods in ...
Polynomial Convergence of Primal-Dual Path-Following Algorithms for Symmetric Cone Programming Based on Wide Neighborhoods and a New Class of Directions This paper presents a class of primal-dual path-following interior-point algorithms for symmetric cone programming(SCP)based on wide neighborhoods and ...
Adler, Interior path following primal-dual algorithms. Part I: Linear programming, Mathematical Programming 44(1989)27–41. F.A. Potra, An infeasible interior-point predictor-corrector algorithm for linear programming, Report No. 26, Department of Mathematics, The University of Iowa, USA (1992)....