메뉴 건너뛰기




Volumn 8, Issue 3, 1998, Pages 833-849

On the complexity of a practical interior-point method

Author keywords

Complexity; Convex programming; Interior point method; Large scale optimization; Self concordance; Truncated Newton method

Indexed keywords


EID: 0032328510     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623496306620     Document Type: Article
Times cited : (12)

References (24)
  • 1
    • 21344471583 scopus 로고    scopus 로고
    • Computational experience with penalty/barrier methods for nonlinear programming
    • M. G. BREITFELD AND D. SHANNO, Computational experience with penalty/barrier methods for nonlinear programming, Ann. Oper. Res., 62 (1996), pp. 439-464.
    • (1996) Ann. Oper. Res. , vol.62 , pp. 439-464
    • Breitfeld, M.G.1    Shanno, D.2
  • 2
    • 0020763823 scopus 로고
    • Truncated-Newton algorithms for large-scale unconstrained optimization
    • R. S. DEMBO AND T. STEIHAUG, Truncated-Newton algorithms for large-scale unconstrained optimization, Math. Programming, 26 (1983), pp. 190-212.
    • (1983) Math. Programming , vol.26 , pp. 190-212
    • Dembo, R.S.1    Steihaug, T.2
  • 4
    • 0029338698 scopus 로고
    • A sufficient condition for self-concordance, with application to some classes of structured convex programming problems
    • D. DEN HERTOG, F. JARRE, C. ROOS, AND T. TERLAKY, A sufficient condition for self-concordance, with application to some classes of structured convex programming problems, Math. Programming, 69 (1995), pp. 75-88.
    • (1995) Math. Programming , vol.69 , pp. 75-88
    • Den Hertog, D.1    Jarre, F.2    Roos, C.3    Terlaky, T.4
  • 6
    • 0031497727 scopus 로고    scopus 로고
    • On the self-concordance of the universal barrier function
    • O. GÜLER, On the self-concordance of the universal barrier function, SIAM J. Optim., 7 (1997), pp. 295-303.
    • (1997) SIAM J. Optim. , vol.7 , pp. 295-303
    • Güler, O.1
  • 7
    • 0029426758 scopus 로고
    • Two interior-point algorithms for a class of convex programming problems
    • S. HERZL AND M. J. TODD, Two interior-point algorithms for a class of convex programming problems, Optimization Methods and Software, 5 (1995), pp. 27-55.
    • (1995) Optimization Methods and Software , vol.5 , pp. 27-55
    • Herzl, S.1    Todd, M.J.2
  • 9
    • 0001546315 scopus 로고
    • A practical interior-point method for convex programming
    • F. JARRE AND M. A. SAUNDERS, A practical interior-point method for convex programming, SIAM J. Optim., 5 (1995), pp. 149-171.
    • (1995) SIAM J. Optim. , vol.5 , pp. 149-171
    • Jarre, F.1    Saunders, M.A.2
  • 10
    • 0013606531 scopus 로고
    • An unconstrained optimization technique for large-scale linearly constrained minimization problems
    • C. KANZOW, An unconstrained optimization technique for large-scale linearly constrained minimization problems, Computing, 53 (1994), pp. 101-117.
    • (1994) Computing , vol.53 , pp. 101-117
    • Kanzow, C.1
  • 11
    • 0000547919 scopus 로고
    • Primal-dual and primal interior point algorithms for general nonlinear programs
    • L. S. LASDON, J. PLUMMER AND G. YU, Primal-dual and primal interior point algorithms for general nonlinear programs, ORSA J. Comput., 7 (1995), pp. 321-332.
    • (1995) ORSA J. Comput. , vol.7 , pp. 321-332
    • Lasdon, L.S.1    Plummer, J.2    Yu, G.3
  • 12
    • 0025463531 scopus 로고
    • Assessing a search direction within a truncated-Newton method
    • S. G. NASH AND A. SOFER, Assessing a search direction within a truncated-Newton method, Oper. Res. Lett., 9 (1990), pp. 219-221.
    • (1990) Oper. Res. Lett. , vol.9 , pp. 219-221
    • Nash, S.G.1    Sofer, A.2
  • 13
    • 0002267248 scopus 로고
    • A barrier method for large-scale constrained optimization
    • S. G. NASH AND A. SOFER, A barrier method for large-scale constrained optimization, ORSA J. Comput., 5 (1993), pp. 40-53.
    • (1993) ORSA J. Comput. , vol.5 , pp. 40-53
    • Nash, S.G.1    Sofer, A.2
  • 15
    • 62549145135 scopus 로고
    • Lecture notes, Faculty of Industrial Engineering and Management, Technion - The Israel Institute of Technology
    • A. S. NEMIROVSKII, Interior Point Polynomial Time Methods in Convex Programming, Lecture notes, Faculty of Industrial Engineering and Management, Technion - The Israel Institute of Technology, 1994.
    • (1994) Interior Point Polynomial Time Methods in Convex Programming
    • Nemirovskii, A.S.1
  • 17
    • 0032222088 scopus 로고    scopus 로고
    • Primal-dual interior point methods for self-scaled cones
    • Y. E. NESTEROV AND M. J. TODD, Primal-dual interior point methods for self-scaled cones, SIAM J. Optim., 8 (1998), pp. 324-364.
    • (1998) SIAM J. Optim. , vol.8 , pp. 324-364
    • Nesterov, Y.E.1    Todd, M.J.2
  • 18
    • 0039545608 scopus 로고
    • Homogeneous interior-point algorithms for semidefinite programming
    • Department of Mathematics, The University of Iowa, Iowa City, IA
    • F. POTRA AND R. SHENG, Homogeneous Interior-Point Algorithms for Semidefinite Programming, Reports on Computational Mathematics 82, Department of Mathematics, The University of Iowa, Iowa City, IA, 1995.
    • (1995) Reports on Computational Mathematics , vol.82
    • Potra, F.1    Sheng, R.2
  • 19
    • 0039545609 scopus 로고    scopus 로고
    • An infinitely summable series implementation of interior-point methods
    • R. SAIGAL, An infinitely summable series implementation of interior-point methods, Math. Oper. Res., 20 (1998), pp. 597-616.
    • (1998) Math. Oper. Res. , vol.20 , pp. 597-616
    • Saigal, R.1
  • 21
    • 0030106462 scopus 로고    scopus 로고
    • Semidefinite programming
    • L. VANDENBERGHE AND S. BOYD, Semidefinite programming, SIAM Rev., 38 (1996), pp. 49-95.
    • (1996) SIAM Rev. , vol.38 , pp. 49-95
    • Vandenberghe, L.1    Boyd, S.2
  • 23
    • 84971922797 scopus 로고
    • Interior methods for constrained optimization
    • A. Iserles, ed., Cambridge University Press, New York
    • M. H. WRIGHT, Interior methods for constrained optimization, in Acta Numerica 1992, A. Iserles, ed., Cambridge University Press, New York, 1992, pp. 341-407.
    • (1992) Acta Numerica 1992 , pp. 341-407
    • Wright, M.H.1
  • 24
    • 0032081158 scopus 로고    scopus 로고
    • On extending some primal-dual interior point algorithms from linear programming to semidefinite programming
    • Y. ZHANG, On extending some primal-dual interior point algorithms from linear programming to semidefinite programming, SIAM J. Optim., 8 (1998), pp. 365-386.
    • (1998) SIAM J. Optim. , vol.8 , pp. 365-386
    • Zhang, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.