A Modified Step-Length Algorithm in Nonlinear Programming
Nada I. Žuranović-Miličić (2000)
The Yugoslav Journal of Operations Research
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Nada I. Žuranović-Miličić (2000)
The Yugoslav Journal of Operations Research
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D. Benterki, B. Merikhi (2010)
RAIRO - Operations Research
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In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations.
J. Kucharczyk (1972)
Applicationes Mathematicae
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Krystyna Jerzykiewicz (1970)
Applicationes Mathematicae
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S. Lewanowicz (1974)
Applicationes Mathematicae
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M. A. Diniz-Ehrhardt, Zdeněk Dostál, M. A. Gomes-Ruggiero, J. M. Martínez, Sandra Augusta Santos (2001)
Applications of Mathematics
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An algorithm for quadratic minimization with simple bounds is introduced, combining, as many well-known methods do, active set strategies and projection steps. The novelty is that here the criterion for acceptance of a projected trial point is weaker than the usual ones, which are based on monotone decrease of the objective function. It is proved that convergence follows as in the monotone case. Numerical experiments with bound-constrained quadratic problems from CUTE collection show...
A. Adrabiński, J. Grabowski (1977)
Applicationes Mathematicae
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J. Kucharczyk (1973)
Applicationes Mathematicae
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F. Pankowski (1974)
Applicationes Mathematicae
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Maziar Salahi (2010)
Kybernetika
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It is well known that a large neighborhood interior point algorithm for linear optimization performs much better in implementation than its small neighborhood counterparts. One of the key elements of interior point algorithms is how to update the barrier parameter. The main goal of this paper is to introduce an “adaptive” long step interior-point algorithm in a large neighborhood of central path using the classical logarithmic barrier function having iteration complexity analogous...