نتایج جستجو برای: interior point algorithms

تعداد نتایج: 853727  

Journal: :Adv. Operations Research 2015
Sakineh Tahmasebzadeh Hamidreza Navidi Alaeddin Malek

This paper proposes three numerical algorithms based on Karmarkar’s interior point technique for solving nonlinear convex programming problems subject to linear constraints. The first algorithm uses the Karmarkar idea and linearization of the objective function.The second and third algorithms are modification of the first algorithm using the Schrijver andMalek-Naseri approaches, respectively. T...

2006
Adrian G. Wills William P. Heath

In this contribution we present two interior-point path-following algorithms that solve the convex optimisation problem that arises in recentred barrier function model predictive control (MPC), which includes standard MPC as a limiting case. However the optimisation problem that arises in nonlinear MPC may not be convex. In this case we propose sequential convex programming (SCP) as an alternat...

1998
Kees Roos Tamás Terlaky Jean-Philippe Vial

Interestingly, theory and algorithms for linear optimization an interior point approach that you really wait for now is coming. It's significant to wait for the representative and beneficial books to read. Every book that is provided in better way and utterance will be expected by many peoples. Even you are a good reader or not, feeling to read this book will always appear when you find it. But...

Journal: :Comp. Opt. and Appl. 2006
Hande Y. Benson Arun Sen David F. Shanno Robert J. Vanderbei

In this paper we consider the question of solving equilibrium problems—formulated as complementarity problems and, more generally, mathematical programs with equilibrium constraints (MPEC’s)—as nonlinear programs, using an interior-point approach. These problems pose theoretical difficulties for nonlinear solvers, including interior-point methods. We examine the use of penalty methods to get ar...

Journal: :Oper. Res. Lett. 1999
Csaba Mészáros

An approach to determine primal and dual stepsizes in the infeasible{ interior{point primal{dual method for convex quadratic problems is presented. The approach reduces the primal and dual infeasibilities in each step and allows diierent stepsizes. The method is derived by investigating the eecient set of a multiobjective optimization problem. Computational results are also given.

2008
Samuel I. Daitch Daniel A. Spielman

We present asymptotically faster approximation algorithms for the generalized flow problems in which multipliers on edges are at most 1. For this lossy version of the maximum generalized flow problem, we obtain an additive ǫ approximation of the maximum flow in time Õ ( m log(U/ǫ) ) , where m is the number of edges in the graph, all capacities are integers in the range {1, . . . , U}, and all l...

Journal: :CoRR 2017
R. Inkulu K. Sowmya

We devise dynamic algorithms for the following (weak) visibility polygon computation problems: • Maintaining visibility polygon of a fixed point located interior to simple polygon amid vertex insertions and deletions to simple polygon. • Answering visibility polygon query corresponding to any point located exterior to simple polygon amid vertex insertions and deletions to simple polygon. • Main...

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