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  • Search: subject:"polynomial-time methods"
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Year of publication
Subject
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polynomial-time methods 3 interior-point methods 2 path-following methods 2 self-concordant barriers 2 Riemannan geometry 1 conic optimization 1 conic optimization problem 1 convex optimization 1 infeasible start 1 local quadratic convergence 1 potential-reduction methods 1 predictor-corrector methods 1 self-concordant functions 1 structural optimization 1 worst-case complexity analysis 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Language
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Undetermined 2 English 1
Author
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NESTEROV, Yurii 2 NEMIROVSKI, Arkadi 1 NESTEROV, Yu. 1 TUNCEL, Levent 1
Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3
Published in...
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CORE Discussion Papers 3
Source
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RePEc 3
Showing 1 - 3 of 3
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Local quadratic convergence of polynomial-time interior-point methods for conic optimization problems
NESTEROV, Yu.; TUNCEL, Levent - Center for Operations Research and Econometrics (CORE), … - 2009
In this paper, we establish a local quadratic convergence of polynomial-time interior-point methods for general conic optimization problems. The main structural property used in our analysis is the logarithmic homogeneity of self-concordant barrier functions. We propose new path-following...
Persistent link: https://www.econbiz.de/10008550204
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Primal-dual interior-point methods with asymmetric barriers
NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2008
In this paper we develop several polynomial-time interior-point methods (IPM) for solving nonlinear primal-dual conic optimization problem. We assume that the barriers for the primal and the dual cone are not conjugate. This broken symmetry does not allow to apply the standard primal-dual IPM....
Persistent link: https://www.econbiz.de/10005008306
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Central path and Riemannian distances
NESTEROV, Yurii; NEMIROVSKI, Arkadi - Center for Operations Research and Econometrics (CORE), … - 2003
In this paper we study the Riemannian length of the primal central path computed with respect to the local metric defined by a self-concordant function. We show that despite to some examples, in many important situations the length of this path is quite close to the length of geodesic curves. We...
Persistent link: https://www.econbiz.de/10005008264
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