4 search results - page 1 / 1 » An infeasible interior-point algorithm with full-Newton step... |
SIAMSC
2010
12 years 11 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...
EOR
2008
13 years 4 months ago
2008
Primal-dual Interior-Point Methods (IPMs) have shown their ability in solving large classes of optimization problems efficiently. Feasible IPMs require a strictly feasible startin...
SIAMJO
2010
13 years 3 months ago
2010
This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood a...