نتایج جستجو برای: interior point methods
تعداد نتایج: 2323873 فیلتر نتایج به سال:
A primal-dual interior point method for optimal control problems is considered. The algorithm is directly applied to the infinite-dimensional problem. Existence and convergence of the central path are analyzed, and linear convergence of a short-step path-following method is established.
in this paper, we present a full newton step feasible interior-pointmethod for circular cone optimization by using euclidean jordanalgebra. the search direction is based on the nesterov-todd scalingscheme, and only full-newton step is used at each iteration.furthermore, we derive the iteration bound that coincides with thecurrently best known iteration bound for small-update methods.
in this paper, we consider convex quadratic semidefinite optimization problems and provide a primal-dual interior point method (ipm) based on a new kernel function with a trigonometric barrier term. iteration complexity of the algorithm is analyzed using some easy to check and mild conditions. although our proposed kernel function is neither a self-regular (sr) function nor logarithmic barrier ...
The main cost of solving a linear programming problem using an interior point method is usually the cost of solving a series of sparse, symmetric linear systems of equations, AA T x = b. These systems are typically solved using a sparse direct method. The rst step in such a method is a reordering of the rows and columns of the matrix to reduce ll in the factor and/or reduce the required work. T...
In this paper, we propose a primal IP method for solving the optimal experimental design problem with a large class of smooth convex optimality criteria, including A-, Dand pth mean criterion, and establish its global convergence. We also show that the Newton direction can be computed efficiently when the size of the moment matrix is small relative to the sample size. We compare our IP method w...
Many issues that are crucial for an e cient implementation of an interior point algorithm are addressed in this chapter. To start with, a prototype primaldual algorithm is presented. Next, many tricks that make it e cient in practice are discussed in detail. Those include: preprocessing techniques, initialization approaches, methods for computing search directions (and the underlying linear alg...
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