Browsing Mathematics (Faculty of) by Author "Karimi, Mehdi"
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Convex Optimization via Domain-Driven Barriers and Primal-Dual Interior-Point Methods
Karimi, Mehdi (University of Waterloo, 2017-08-24)This thesis studies the theory and implementation of infeasible-start primal-dual interior-point methods for convex optimization problems. Convex optimization has applications in many fields of engineering and science such ... -
A Quick-and-Dirty Approach to Robustness in Linear Optimization
Karimi, Mehdi (University of Waterloo, 2013-01-07)We introduce methods for dealing with linear programming (LP) problems with uncertain data, using the notion of weighted analytic centers. Our methods are based on high interaction with the decision maker (DM) and try ...