Search Results - subject:"potential reduction algorithms"

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...

Persistent link: https://www.econbiz.de/10005043501

A Short-Cut Potential Reduction Algorithm for Linear Programming

Kaliski, John A.; Ye, Yinyu - In: Management Science 39 (1993) 6, pp. 757-776

reduce the amount of work required by such interior point methods as the dual affine scaling and the dual potential reduction … algorithms. In an effort to judge the practical viability of the decompositioning, we compare the performance of the dual …

Persistent link: https://www.econbiz.de/10009198262