Arc-Search Techniques for Interior-Point Methods

Preface. SECTION I: LINE SEARCH INTERIOR-POINT METHODS FOR LINEAR PROGRAMMING. Introduction. A Potential-Reduction Algorithm for LP. Feasible Path-Following Algorithms for LP. Infeasible Interior-Point Method Algorithms for LP. SECTION II: ARC-SEARCH INTERIOR-POINT METHODS FOR LINEAR PROGRAMMING. A Feasible Arc-Search Algorithm for LP. A MTY-Type Infeasible Arc-Search Algorithm for LP. A Mehrotra-Type Infeasible Arc-Search Algorithm for LP. An O(?nL) Infeasible Arc-Search Algorithms for LP. SECTION III:ARC-SEARCH INTERIOR-POINT METHODS: EXTENSIONS. An Arc-Search Algorithm for Convex Quadratic Programming. An Arc-Search Algorithms for QP with Box Constraints. An Arc-Search Algorithm for LCP. An Arc-Search Algorithm for Semidefinite Programming. References. Index.

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• Programação linear
• Matemática aplicada
• Algoritmos e estruturas de dados
• Teoria matemática da computação

Interior Point Methods;Interior Point Algorithm;Polynomial bounds;Infeasible Interior Point Algorithms;Polynomiality;SDP.;Polytope;Linear Complementarity Problem;Convex optimization;Polynomial Bound;SDP;Initial Point;Semidefinite programming;Central Path;Infeasible Interior Point;Quadratic programming;Duality Measure;Linear programming;Duality Gap;Efficient algorithms;Primal Dual Solution;Robust algorithms;LCP;Numerical optimization;Mehrotra's Predictor Corrector Algorithm;Mehrotra's predictor-corrector algorithm;Infeasible Interior Point Method;Positive Semidefinite;interior-point method;LP Problem;arc-search techniques;Feasible Interior Point;Predictor Step;Logarithmic Barrier Function;Convex Quadratic Optimization Problem;CQP