Browsing Mathematics (Faculty of) by Subject "Primal-dual interior-point methods"
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Convergence Analysis of Generalized Primal-Dual Interior-Point Algorithms for Linear Optimization
(University of Waterloo, 2002)We study the zeroth-, first-, and second-order algorithms proposed by Tuncel. The zeroth-order algorithms are the generalization of the classic primal-dual affine-scaling methods, and have a strong connection with the ...