In this paper, we propose a new barrier function for optimization problems with Integral Quadratic Constraints (IQCs). The new barrier function is used to construct an interior point algorithm which solves IQC optimization problems in a more efficient fashion. Numerical tests as well as worst-case computational complexity analysis are performed to evaluate the efficiency of the proposed algorithm
International audienceSelf-concordant barriers are essential for interior-point algorithms in conic ...
accepted for publication in European Journal of Operational Research Interior point methods for opti...
This study examines two different barrier functions and their use in both path-following and potenti...
This manuscript develops a new framework to analyze and design iterative opti-mization algorithms bu...
This manuscript develops a new framework to analyze and design iterative opti-mization algorithms bu...
Interior methods are a class of computational methods for solving a con- strained optimization probl...
AbstractIn this paper, we present a new barrier function for primal–dual interior-point methods in l...
Optimization problems with many more inequality constraints than variables arise in support-vector m...
As the semidefinite programs that result from integral quadratic contstraints are usually large it i...
In this paper, we propose a line-search procedure for the logarithmic barrier function in the contex...
An algorithm for minimizing a nonlinear function subject to nonlinear equality and inequality constr...
This study examines two different barrier functions and their use in both path-following and potenti...
Written for specialists working in optimization, mathematical programming, or control theory. The ge...
The paper describes the design of our interior point implementation to solve large-scale quadratical...
In this thesis sensitivity analysis for quadratic optimization problems is stud-ied. In sensitivity ...
International audienceSelf-concordant barriers are essential for interior-point algorithms in conic ...
accepted for publication in European Journal of Operational Research Interior point methods for opti...
This study examines two different barrier functions and their use in both path-following and potenti...
This manuscript develops a new framework to analyze and design iterative opti-mization algorithms bu...
This manuscript develops a new framework to analyze and design iterative opti-mization algorithms bu...
Interior methods are a class of computational methods for solving a con- strained optimization probl...
AbstractIn this paper, we present a new barrier function for primal–dual interior-point methods in l...
Optimization problems with many more inequality constraints than variables arise in support-vector m...
As the semidefinite programs that result from integral quadratic contstraints are usually large it i...
In this paper, we propose a line-search procedure for the logarithmic barrier function in the contex...
An algorithm for minimizing a nonlinear function subject to nonlinear equality and inequality constr...
This study examines two different barrier functions and their use in both path-following and potenti...
Written for specialists working in optimization, mathematical programming, or control theory. The ge...
The paper describes the design of our interior point implementation to solve large-scale quadratical...
In this thesis sensitivity analysis for quadratic optimization problems is stud-ied. In sensitivity ...
International audienceSelf-concordant barriers are essential for interior-point algorithms in conic ...
accepted for publication in European Journal of Operational Research Interior point methods for opti...
This study examines two different barrier functions and their use in both path-following and potenti...