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  • Search: subject:"path-following algorithms"
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Nonlinear programming 1 conical form 1 interior point algorithms 1 path-following algorithms 1 potential-reduction algorithms 1 self-scaled barrier 1 self-scaled cone 1 selfconcordant barrier 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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NESTEROV ., Yurii E. 1 TODD, Michael J 1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
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CORE Discussion Papers 1
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RePEc 1
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Self-Scaled Cones and Interior-Point Methods in Nonlinear Programming
NESTEROV ., Yurii E.; TODD, Michael J - Center for Operations Research and Econometrics (CORE), … - 1994
This paper provides a theoretical foundation for efficient interior-point algorithms for nonlinear programming problems expressed in conic form, when the cone and its associated barrier are self-scaled. For such problems we devise long-step and symmetric primal-dual methods. Because of the...
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