A Class of Large-Update and Small-Update Primal-Dual Interior-Point Algorithms for Linear Optimization

2008 ◽  
Vol 138 (3) ◽  
pp. 341-359 ◽  
Author(s):  
Y. Q. Bai ◽  
G. Lesaja ◽  
C. Roos ◽  
G. Q. Wang ◽  
M. El Ghami
Keyword(s):  
Interior Point ◽  
Linear Optimization ◽  
Interior Point Algorithms ◽  
Primal Dual

scholarly journals Primal-dual entropy-based interior-point algorithms for linear optimization

2017 ◽  
Vol 51 (2) ◽  
pp. 299-328
Author(s):  
Mehdi Karimi ◽  
Shen Luo ◽  
Levent Tunçel
Keyword(s):  
Interior Point ◽  
Linear Optimization ◽  
Interior Point Algorithms ◽  
Primal Dual

AN INTERIOR POINT APPROACH FOR SEMIDEFINITE OPTIMIZATION USING NEW PROXIMITY FUNCTIONS

2009 ◽  
Vol 26 (03) ◽  
pp. 365-382 ◽  
Author(s):  
M. REZA PEYGHAMI
Keyword(s):  
Interior Point ◽  
Interior Point Methods ◽  
Linear Optimization ◽  
Kernel Functions ◽  
Semidefinite Optimization ◽  
Special Choice ◽  
Simple Analysis ◽  
New Class ◽  
Iteration Bound ◽  
Primal Dual

Kernel functions play an important role in interior point methods (IPMs) for solving linear optimization (LO) problems to define a new search direction. In this paper, we consider primal-dual algorithms for solving Semidefinite Optimization (SDO) problems based on a new class of kernel functions defined on the positive definite cone [Formula: see text]. Using some appealing and mild conditions of the new class, we prove with simple analysis that the new class-based large-update primal-dual IPMs enjoy an [Formula: see text] iteration bound to solve SDO problems with special choice of the parameters of the new class.

Sign in / Sign up

Export Citation Format

Share Document