2303 search results - page 3 / 461 » Interior-Point Methods in Parallel Computation |
SIAMSC
2010
13 years 2 months ago
2010
We present a line-search algorithm for large-scale continuous optimization. The algorithm is matrix-free in that it does not require the factorization of derivative matrices. Inste...
SIAMJO
2000
13 years 7 months ago
2000
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
SIAMJO
2000
13 years 7 months ago
2000
Abstract. We consider column sufficient linear complementarity problems and study the problem of identifying those variables that are zero at a solution. To this end we propose a n...
SIAMJO
2000
13 years 7 months ago
2000
Abstract. Despite the efficiency shown by interior-point methods in large-scale linear programming, they usually perform poorly when applied to multicommodity flow problems. The ne...
AUTOMATICA
2004
13 years 7 months ago
2004
In this paper, we discuss semidefinite relaxation techniques for computing minimal size ellipsoids that bound the solution set of a system of uncertain linear equations. The propo...