2303 search results - page 3 / 461 » Interior-Point Methods in Parallel Computation |
SIAMSC
2010
14 years 6 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...
102
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SIAMJO
2000
14 years 11 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
14 years 11 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
14 years 11 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
14 years 11 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...