Displaying similar documents to “An interior point algorithm for convex quadratic programming with strict equilibrium constraints”

A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization

Y. Q. Bai, F. Y. Wang, X. W. Luo (2010)

RAIRO - Operations Research

Similarity:

In this paper we propose a primal-dual interior-point algorithm for convex quadratic semidefinite optimization problem. The search direction of algorithm is defined in terms of a matrix function and the iteration is generated by full-Newton step. Furthermore, we derive the iteration bound for the algorithm with small-update method, namely, ( n log n ε ), which is best-known bound so far.

Path following methods for steady laminar Bingham flow in cylindrical pipes

Juan Carlos De Los Reyes, Sergio González (2009)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

Similarity:

This paper is devoted to the numerical solution of stationary laminar Bingham fluids by path-following methods. By using duality theory, a system that characterizes the solution of the original problem is derived. Since this system is ill-posed, a family of regularized problems is obtained and the convergence of the regularized solutions to the original one is proved. For the update of the regularization parameter, a path-following method is investigated. Based on the differentiability...

Kernel-function Based Primal-Dual Algorithms for () Linear Complementarity Problems

M. EL Ghami, T. Steihaug (2010)

RAIRO - Operations Research

Similarity:

Recently, [Y.Q. Bai, M. El Ghami and C. Roos, SIAM J. Opt. (2004) 101–128] investigated a new class of kernel functions which differs from the class of self-regular kernel functions. The class is defined by some simple conditions on the growth and the barrier behavior of the kernel function. In this paper we generalize the analysis presented in the above paper for () Linear Complementarity Problems (LCPs). The analysis for LCPs deviates significantly from the analysis for...

Fejér-type inequalities. I.

Tseng, Kuei-Lin, Hwang, Shiow-Ru, Dragomir, S.S. (2010)

Journal of Inequalities and Applications [electronic only]

Similarity:

Generic Primal-dual Interior Point Methods Based on a New Kernel Function

M. EL Ghami, C. Roos (2008)

RAIRO - Operations Research

Similarity:

In this paper we present a generic primal-dual interior point methods (IPMs) for linear optimization in which the search direction depends on a univariate kernel function which is also used as proximity measure in the analysis of the algorithm. The proposed kernel function does not satisfy all the conditions proposed in [2]. We show that the corresponding large-update algorithm improves the iteration complexity with a factor n 1 6 when compared with the method based on the use of...