Inexact solution of auxiliary problems in Polyak type algorithms
Zdeněk Dostál (1999)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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Zdeněk Dostál (1999)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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Djamel Benterki, Jean-Pierre Crouzeix, Bachir Merikhi (2007)
RAIRO - Operations Research
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This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm starts with a strictly feasible solution, but in case where no such a solution is known, an application of the algorithm to an associate problem allows to obtain one. Finally, we present some numerical experiments which show that the algorithm works properly.
Jiří V. Outrata (1976)
Kybernetika
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Liang Fang, Guoping He, Li Sun (2009)
Applications of Mathematics
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A non-interior point algorithm based on projection for second-order cone programming problems is proposed and analyzed. The main idea of the algorithm is that we cast the complementary equation in the primal-dual optimality conditions as a projection equation. By using this reformulation, we only need to solve a system of linear equations with the same coefficient matrix and compute two simple projections at each iteration, without performing any line search. This algorithm can start...
Li Sun, Guoping He, Yongli Wang, Changyin Zhou (2011)
Applications of Mathematics
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A new algorithm for solving large scale bound constrained minimization problems is proposed. The algorithm is based on an accurate identification technique of the active set proposed by Facchinei, Fischer and Kanzow in 1998. A further division of the active set yields the global convergence of the new algorithm. In particular, the convergence rate is superlinear without requiring the strict complementarity assumption. Numerical tests demonstrate the efficiency and performance of the...