Primal-Dual Interior-Point Methods Ryan Tibshirani Convex Optimization 10-725/36-725 Last time: barrier method Given the problem min x f(x) subject to h i (x) ≤ 0, i = 1, . . . m Ax = b where f, h i , i = 1, . . . m are convex and smooth, we consider min x tf(...
记录Primal-Dual Interior-Point Methods(PDIPM以下简称IPM)。并将和罚函数方法一起比较分析。 处理如下标准问题: minxf(x)subject tohi(x)≤0,i=1,…mAx=b 回顾barrier method: minxtf(x)+ϕ(x)s.t.Ax=b 其中采用对数障碍函数:ϕ(x)=−∑i=1mlog(−hi(x)) ...
Ulbrich, M., Ulbrich, S.: Primal-dual interior-point methods for PDE-constrained optimization. Math. Program. 117 (1–2 (B)), 435–485 (2009)Primal-dual interior-point methods for PDE-constrained optimization, Math. Program. 117 (2009), no. 1-2, Ser. B, 435-485....
primal-dualinterior-pointmethods：原始对偶内点方法
In the past decade, primal-dual algorithms have emerged as the most important and useful algorithms from the interior-point class. This book presents the major primal-dual algorithms for linear programming in straightforward terms. A thorough description of the theoretical properties of these method...
In 1984, the publication of a paper by Karmarkar started a wave of research into a new class of methods known as interior-point methods, and in the decade since then, primal-dual algorithms have emerged as the most important and useful algorithms from this class. On the theoretical side, ...
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primal-dual interior point method 读音:美英 primal-dual interior point method基本解释 原对偶内点法 分词解释 interior内部,内景,里面 point点 method方法
Based on the work of the Nesterov and Todd on self-scaled cones an implementation of a primal-dual interior-point method for solving large-scale sparse con... ED Andersen,C Roos,T Terlaky - 《Mathematical Programming》 被引量: 647发表: 2003年 Interior-point methods for semidefinite programmin...
linear and convex quadratic optimization isa special case.Conic quadratic optimization problems can in theory be solved ef-ficiently using interior-point methods. In particular it has been shownby Nesterov and Todd that primal-dual interior-point methods devel-oped for linear optimization can be gener...