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A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy

In this paper, we propose a Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization using the arc-search strategy. The proposed algorithm searches for optimizers along the ellipses that approximate the central path and ensures that the duality gap and the infea...

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Detalles Bibliográficos
Autores principales: Yang, Ximei, Zhang, Yinkui
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5698411/
https://www.ncbi.nlm.nih.gov/pubmed/29213198
http://dx.doi.org/10.1186/s13660-017-1565-y