Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms

By Jiming Peng; Cornelis Roos et al. | Go to book overview

References
1. I. Adler and F. Alizadeh. Primal-dual interior-point algorithms for convex quadratically constrained and semidefinite optimization problems. Technical Report RRR-111–95, Rutcor, Rutgers Center for Operations Research, New Brunswick, NJ, 1995.
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3. F. Alizadeh, J.A. Haeberly, M.V. Nayakkankuppann, M. Overton and S. Schmieta. SDPPack user's guide. New York University, New York, 1997.
4. F. Alizadeh, J.P. Haeberly and M.L. Overton. A new primal-dual interior-point method for semidefinite programming, in: J.G. Lewis (editor), Proceedings of the Fifth SIAM Conference on Applied Linear Algebra, pp. 113–117, SIAM, 1994.
5. F. Alizadeh, J.-P.A. Haeberley and M.L. Overton. Primal-dual methods for semidefinite programming: convergence rates, stability and numerical results. SIAM Journal on Optimization, 8:746–768, 1998.
6. E.D. Andersen and K.D. Andersen. The MOSEK interior-point optimizer for linear programming: an implementation of the homogeneous algorithm, in: H. Frenk, C. Roos, T. Terlaky and S. Zhang (editors), High Performance Optimization, pp. 197–232, Kluwer Academic Publishers, Boston, MA, 1999.
7. E.D. Andersen, J. Gondzio, Cs. Mészáros and X. Xu. Implementation of interior-point methods for large scale linear programming, in: T. Terlaky (editor), Interior Point Methods of Mathematical Programming, pp. 189–252. Kluwer Academic Publishers, Dordrecht, The Netherlands, 1996.
8. E.D. Andersen, C. Roos and T. Terlaky. On implementing a primal-dual interior-point method for conic quadratic optimization. To appear in Mathematical Programming, 2002.
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16. CPLEX user's guide, CPLEX Optimization Inc., Incline Village, NV, 1993.

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