Search Results - subject:"Interior point method"

Portfolio of carry trade using Indian rupees

Ranjana, Jyoti; Barai, Parama - In: Global business review 26 (2025) 2, pp. 520-537

Persistent link: https://www.econbiz.de/10015424117

An enhanced alternating direction method of multipliers-based interior point method for linear and conic optimization

Deng, Qi; Feng, Qing; Gao, Wenzhi; Ge, Dongdong; Jiang, Bo - In: INFORMS journal on computing : JOC ; charting new … 37 (2025) 2, pp. 338-359

Persistent link: https://www.econbiz.de/10015434286

Bounded homotopy path approach to the solution of linear complementarity problems

Dutta, Aritra; Das, A. K. - In: Opsearch : journal of the Operational Research Society … 61 (2024) 1, pp. 352-372

Persistent link: https://www.econbiz.de/10015127177

An interior point–inspired algorithm for linear programs arising in discrete optimal transport

Zanetti, Filippo; Gondzio, Jacek - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 5, pp. 1061-1078

Persistent link: https://www.econbiz.de/10014422990

An interior-point path-following method to compute stationary equilibria in stochastic games

Dang, Chuangyin; Herings, Peter Jean-Jacques; Li, Peixuan - 2020

Persistent link: https://www.econbiz.de/10012203933

An interior-point differentiable path-following method to compute stationary equilibria in stochastic games

Dang, Chuangyin; Herings, Peter Jean-Jacques; Li, Peixuan - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 3, pp. 1403-1418

Persistent link: https://www.econbiz.de/10013361647

Complexity analysis of a sampling-based interior point method for convex optimization

Badenbroek, Riley; Klerk, Etienne de - In: Mathematics of operations research 47 (2022) 1, pp. 779-811

Persistent link: https://www.econbiz.de/10013364947

Alfonso: Matlab package for nonsymmetric conic optimization

Papp, Dávid; Yıldız, Sercan - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 11-19

Persistent link: https://www.econbiz.de/10013358828

Linear Programming : Foundations and Extensions

Vanderbei, Robert J. - 2020 - 5th ed. 2020.

algorithms covered, including the two-phase simplex method, the primal-dual simplex method, the path-following interior-point … method, and and the homogeneous self-dual method. In addition, the author provides online tools that illustrate various pivot …

Persistent link: https://www.econbiz.de/10012399382

Linear programming : foundations and extensions

Vanderbei, Robert J. - 2020 - Fifth edition

Persistent link: https://www.econbiz.de/10012164012

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