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  • Search: subject:"interior point method"
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Year of publication
Subject
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interior point method 6 semidefinite programming 4 conic convex programming 3 self-duality 3 initialization 2 primal-dual interior point method 2 МЕТОД ВНУТРЕННИХ ТОЧЕК 2 Algorithm 1 Algorithmus 1 Barrier Method 1 Block elimination 1 CONVEX OPTIMIZATION PROBLEM 1 Cholesky factorization 1 Complexity 1 Convex Optimization 1 ELECTRIC POWER SYSTEM 1 Equilibrium model 1 Equilibrium theory 1 FLOW REGULATOR 1 Game theory 1 Gleichgewichtsmodell 1 Gleichgewichtstheorie 1 HYDRAULIC CIRCUIT 1 INTERIOR POINT METHOD 1 INTERIOR-POINT METHOD 1 Interior-Point Method 1 Interior-point Method 1 Interior-point method 1 Mathematical programming 1 Mathematische Optimierung 1 POWER SHORTAGE 1 Parallelism 1 Path-following Algorithm 1 QUADRATIC APPROXIMATION 1 RELIABILITY 1 Spieltheorie 1 Staircase structure 1 Stationary Strategies 1 Stochastic Games 1 Stochastic game 1
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Online availability
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Free 13
Type of publication
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Book / Working Paper 10 Article 3
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 12 English 1
Author
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Sturm, J.F. 7 Zhang, S. 5 Luo, Z-Q. 3 ИВАНОВИЧ, ЗОРКАЛЬЦЕВ ВАЛЕРИЙ 2 Dang, Chuangyin 1 Frenk, J.B.G. 1 Freund, Robert M. 1 Herings, Peter Jean-Jacques 1 LOUTE, Etienne 1 Li, Peixuan 1 Ordónez, Fernando 1 Peng, Yu 1 Sun, Hui 1 VIAL, Jean-Philippe 1 Zhang, Zhang, S. 1 Zhou, Wei 1 МИХАЙЛОВИЧ, ПЕРЖАБИНСКИЙ СЕРГЕЙ 1 ПЕТРОВИЧ, ЕПИФАНОВ СЕРГЕЙ 1 СЕРГЕЕВИЧ, МЕДВЕЖОНКОВ ДМИТРИЙ 1
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Institution
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Erasmus University Rotterdam, Econometric Institute 6 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Sloan School of Management, Massachusetts Institute of Technology (MIT) 1
Published in...
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Econometric Institute Report 6 Управление большими системами: сборник трудов 2 CORE Discussion Papers 1 Econometric Institute Research Papers 1 Energies 1 GSBE research memoranda 1 Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT) 1
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Source
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RePEc 12 ECONIS (ZBW) 1
Showing 1 - 10 of 13
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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
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Модель гидравлической сети с регуляторами расхода
ПЕТРОВИЧ, ЕПИФАНОВ СЕРГЕЙ; … - In: Управление большими … (2010) 3, pp. 286-299
Приводится система уравнений и неравенств, описывающая потокораспределение в трубопроводных системах с автоматическими регуляторами расхода на некоторых...
Persistent link: https://www.econbiz.de/10011226942
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Модель оптимизации дефицита мощности электроэнергетической системы
ИВАНОВИЧ, ЗОРКАЛЬЦЕВ ВАЛЕРИЙ; … - In: Управление большими … (2010) 3, pp. 300-318
Исследуется модель минимизации дефицита мощности в электроэнергетической системе. В модели учитываются нелинейные потери мощности в линиях электропередачи....
Persistent link: https://www.econbiz.de/10011227041
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Risk Reserve Constrained Economic Dispatch Model with Wind Power Penetration
Zhou, Wei; Sun, Hui; Peng, Yu - In: Energies 3 (2010) 12, pp. 1880-1894
This paper develops a modified economic dispatch (ED) optimization model with wind power penetration. Due to the uncertain nature of wind speed, both overestimation and underestimation of the available wind power are compensated using the up and down spinning reserves. In order to determine both...
Persistent link: https://www.econbiz.de/10010668068
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Computational Experience and the Explanatory Value of Condition Numbers for Linear Optimization
Ordónez, Fernando; Freund, Robert M. - Sloan School of Management, Massachusetts Institute of … - 2003
The goal of this paper is to develop some computational experience and test the practical relevance of the theory of condition numbers C(d) for linear optimization, as applied to problem instances that one might encounter in practice. We used the NETLIB suite of linear optimization problems as a...
Persistent link: https://www.econbiz.de/10005574545
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Conic convex programming and self-dual embedding
Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1998
-called big M technique. In the interior point method, there is a more elegant way to deal with the initialization problem, viz …
Persistent link: https://www.econbiz.de/10010744435
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Conic convex programming and self-dual embedding
Luo, Z-Q.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1998
-called big M technique. In the interior point method, there is a more elegant way to deal with the initialization problem, viz …
Persistent link: https://www.econbiz.de/10008484081
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Duality and Self-Duality for Conic Convex Programming
Luo, Z-Q.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996
This paper considers the problem of minimizing a linear function over the intersection of an affine space with a closed convex cone. In the first half of the paper, we give a detailed study of duality properties of this problem and present examples to illustrate these properties. In particular,...
Persistent link: https://www.econbiz.de/10008484094
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Superlinear convergence of an algorithm for monotone linear complementarity problems, when no strictly complementary solution exists
Sturm, J.F. - Erasmus University Rotterdam, Econometric Institute - 1996
A new predictor--corrector interior point algorithm for solving monotone linear complementarity problems (LCP) is proposed, and it is shown to be superlinearly convergent with at least order 1.5, even if the LCP has no strictly complementary solution. Unlike Mizuno's recent algorithm (Mizuno,...
Persistent link: https://www.econbiz.de/10008584753
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An interior point subgradient method for linearly constrained nondifferentiable convex programming
Frenk, J.B.G.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996
dual and interior point method for min-max problems proposed by Sturm and Zhang [J.F. Sturm and S. Zhang, A dual and …
Persistent link: https://www.econbiz.de/10008584813
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