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An interior point subgradient method for linearly constrained nondifferentiable convex programming
Frenk, J.B.G.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996
. This algorithm combines the ideas of the affine scaling method with the subgradient method. It is a generalization of the …) 69-78, Kluwer]. In the new method, the search direction is obtained by projecting in a scaled space a subgradient of the … subgradient method. Convergence of the method is established. …
Persistent link: https://www.econbiz.de/10008584813
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Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - 1997
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10010325628
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Polynomial primal-dual cone affine scaling for semidefinite programming
Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - 1997
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10010336362
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Generalized affine scaling algorithms for linear programming problems
Morshed, Md Sarowar; Noor-E-Alam, Md. - In: Computers & operations research : and their … 114 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012146636
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An affine scaling method for optimization problems with polyhedral constraints
Hager, William; Zhang, Hongchao - In: Computational Optimization and Applications 59 (2014) 1, pp. 163-183
Recently an affine scaling, interior point algorithm ASL was developed for box constrained optimization problems with a single linear constraint (Gonzalez-Lima et al., SIAM J. Optim. 21:361–390, <CitationRef CitationID="CR7">2011</CitationRef>). This note extends the algorithm to handle more general polyhedral constraints. With a line...</citationref>
Persistent link: https://www.econbiz.de/10010998324
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Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - Tinbergen Instituut - 1997
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10011255524
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Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - Tinbergen Institute - 1997
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming. We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefinite programming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10005209469
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Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
Berkelaar, Berkelaar, A.B.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming. We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefinite programming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10010837945
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A CONIC AFFINE SCALING DOGLEG METHOD FOR NONLINEAR OPTIMIZATION WITH BOUND CONSTRAINTS
ZHAO, LIJUAN; SUN, WENYU - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340011-1
The conic model proposed by Davidon (1980) [Davidon, WC (1980). Conic approximations and collinear scalings for optimizers. SIAM Journal on Numerical Analysis, 17, 268–281.] is an extension of quadratic model incorporating more information than quadratic model. In this paper, we propose a...
Persistent link: https://www.econbiz.de/10010671612
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Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
Berkelaar, A.B.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming. We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefinite programming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10008584716