نتایج جستجو برای: interior point method

تعداد نتایج: 2080526  

1994
Christoph Helmberg Franz Rendl Henry Wolkowicz Robert J. Vanderbei

We propose a new interior point based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semideenite matrices. We present a theoretical convergence analysis, and show that the approach is very eecient for graph bisection problems, such as max-cut. The approach can also be applied to max-min eigenvalue problems.

Journal: :bulletin of the iranian mathematical society 0
n. mahdavi-amiri faculty of‎ ‎mathematical sciences‎, ‎sharif‎ ‎university of technology‎, ‎tehran‎, ‎iran. b. kheirfam azarbaijan shahid madani university, ‎tabriz‎, ‎iran.

we present an improved version of a full nesterov-todd step infeasible interior-point method for linear complementarityproblem over symmetric cone (bull. iranian math. soc.,40(3), 541-564, (2014)). in the earlier version, each iteration consistedof one so-called feasibility step and a few -at most three -centering steps. here, each iteration consists of only a feasibilitystep. thus, the new alg...

Journal: :Math. Program. 1996
Stephen A. Vavasis Yinyu Ye

This note provides a simpliied proof concerning the paper \A Primal-Dual Interior Point Method Whose Running Time Depends Only on the Constraint Matrix" by the same authors. In particular, we prove that Case II, one of the three cases in the method, can never occur.

Journal: :SIAM J. Scientific Computing 2014
Marcus J. Grote Johannes Huber Drosos Kourounis Olaf Schenk

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