Add to ORKGAn algorithm for linear programming (LP) and convex quadratic programming (CQP) is proposed, based on an interior point iteration introduced more than ten years ago by J. Herskovits for the solution of nonlinear programming problems. Herskovits' iteration can be simplified significantly in the LP/CQP case, and quadratic convergence from any initial point can be achieved. Interestingly the resulting algorithm is closely related to a popular scheme, proposed in 1989 by Kojima et al. independently of Herskovits' work
In this paper, we develop an exterior point algorithm for convex quadratic programming using a penal...
During the last fifteen years we have witnessed an explosive development in the area of optimization...
We study the local convergence of a primal-dual interior point method for nonlinear programming. A l...
An algorithm for linear programming (LP) and convex quadratic programming (CQP) is proposed, based o...
In this paper is described how to efficiently solve a convex quadratic programming problems using a ...
We describe an interior point algorithm for convex quadratic problem with a strict complementarity c...
We describe an interior point algorithm for convex quadratic problem with a strict complementarity c...
We describe an interior point algorithm for convex quadratic problem with a strict complementarity c...
Written for specialists working in optimization, mathematical programming, or control theory. The ge...
This paper proposes three numerical algorithms based on Karmarkar’s interior point technique for sol...
We present the technical details of an interior--point method for the solution of subproblems that a...
During the last fifteen years we have witnessed an explosive development in the area of optimization...
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for li...
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for li...
In this research, we discuss linear and nonlinear programming problems and methods. We have implemen...
In this paper, we develop an exterior point algorithm for convex quadratic programming using a penal...
During the last fifteen years we have witnessed an explosive development in the area of optimization...
We study the local convergence of a primal-dual interior point method for nonlinear programming. A l...
An algorithm for linear programming (LP) and convex quadratic programming (CQP) is proposed, based o...
In this paper is described how to efficiently solve a convex quadratic programming problems using a ...
We describe an interior point algorithm for convex quadratic problem with a strict complementarity c...
We describe an interior point algorithm for convex quadratic problem with a strict complementarity c...
We describe an interior point algorithm for convex quadratic problem with a strict complementarity c...
Written for specialists working in optimization, mathematical programming, or control theory. The ge...
This paper proposes three numerical algorithms based on Karmarkar’s interior point technique for sol...
We present the technical details of an interior--point method for the solution of subproblems that a...
During the last fifteen years we have witnessed an explosive development in the area of optimization...
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for li...
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for li...
In this research, we discuss linear and nonlinear programming problems and methods. We have implemen...
In this paper, we develop an exterior point algorithm for convex quadratic programming using a penal...
During the last fifteen years we have witnessed an explosive development in the area of optimization...
We study the local convergence of a primal-dual interior point method for nonlinear programming. A l...