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This brief note presents a personal recollection of the early history of EUROpt, the Continuous Optimization Working Group of EURO. This historical note details the events that happened before the formation of EUROpt Working Group and the first five years of its existence. During the early years...
Persistent link: https://www.econbiz.de/10013337227
We propose a new predictor-corrector (PC) interior-point algorithm (IPA) for solving linear complementarity problem (LCP) with P_* (κ)-matrices. The introduced IPA uses a new type of algebraic equivalent transformation (AET) on the centering equations of the system defining the central path....
Persistent link: https://www.econbiz.de/10012288114
We introduce a new predictor-corrector interior-point algorithm for solving P_*(κ)-linear complementarity problems which works in a wide neighbourhood of the central path. We use the technique of algebraic equivalent transformation of the centering equations of the central path system. In this...
Persistent link: https://www.econbiz.de/10012513012
Persistent link: https://www.econbiz.de/10012653414
We propose new short-step interior-point algorithms (IPAs) for solving P_* (κ)-linear complementarity problems (LCPs). In order to define the search directions we use the algebraic equivalent transformation technique (AET) of the system which characterizes the central path. A novelty of the...
Persistent link: https://www.econbiz.de/10012887114
In this paper we introduce a new predictor-corrector interior-point algorithm for solving P_* (κ)-linear complementarity problems. For the determination of search directions we use the algebraically equivalent transformation (AET) technique. In this method we apply the function φ(t)=t^2-t+√t...
Persistent link: https://www.econbiz.de/10013459116
We propose new short-step interior-point algorithms (IPAs) for solving P_*(\kappa ) P ∗ ( κ ) -linear complementarity problems (LCPs). In order to define the search directions, we use the algebraic equivalent transformation (AET) technique of the system describing the central path. A novelty...
Persistent link: https://www.econbiz.de/10014299123
Persistent link: https://www.econbiz.de/10014367577
In this paper, we revisit the main principles for constructing polynomial-time primal-dual interior-point algorithms (IPAs). Starting from the break-through paper by Gonzaga (1989), their development was related to the barrier methods, where the objective function was added to the barrier for...
Persistent link: https://www.econbiz.de/10015063876