Primal-Dual Interior-Point Methods for Self-Scaled Cones

JOURNAL ARTICLE published May 1998 in SIAM Journal on Optimization

Authors: Yu. E. Nesterov | M. J. Todd

Interior-Point Polynomial Algorithms in Convex Programming (Y. Nesterov and A. Nemirovskii)

JOURNAL ARTICLE published December 1994 in SIAM Review

Authors: Yinyu Ye

Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem

JOURNAL ARTICLE published November 1991 in SIAM Journal on Optimization

Authors: Y. Nesterov | A. Nemirovsky

A Low Complexity Interior-Point Algorithm for Linear Programming

JOURNAL ARTICLE published May 1992 in SIAM Journal on Optimization

Authors: Michael J. Todd

Self-concordance and Decomposition-based Interior Point Methods for the Two-stage Stochastic Convex Optimization Problem

JOURNAL ARTICLE published October 2011 in SIAM Journal on Optimization

Authors: Michael Chen | Sanjay Mehrotra

A Practical Interior-Point Method for Convex Programming

JOURNAL ARTICLE published February 1995 in SIAM Journal on Optimization

Authors: Florian Jarre | Michael A. Saunders

Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming

JOURNAL ARTICLE published January 2013 in SIAM Journal on Optimization

Authors: Jacek Gondzio

Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems

JOURNAL ARTICLE published January 2016 in SIAM Journal on Optimization

Authors: Yu. Nesterov | L. Tunçel

Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming

JOURNAL ARTICLE published February 1995 in SIAM Journal on Optimization

Authors: Shinji Mizuno | Masakazu Kojima | Michael J. Todd

An Interior Point Column Generation Method for Linear Programming Using Shifted Barriers

JOURNAL ARTICLE published May 1994 in SIAM Journal on Optimization

Authors: John E. Mitchell

On the Nesterov--Todd Direction in Semidefinite Programming

JOURNAL ARTICLE published August 1998 in SIAM Journal on Optimization

Authors: M. J. Todd | K. C. Toh | R. H. Tütüncü

On Weighted Linear Least-Squares Problems Related to Interior Methods for Convex Quadratic Programming

JOURNAL ARTICLE published January 2001 in SIAM Journal on Matrix Analysis and Applications

Authors: Anders Forsgren | Göran Sporre

Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities

JOURNAL ARTICLE published November 1997 in SIAM Journal on Optimization

Authors: Paul Tseng

Penalty/Barrier Multiplier Methods for Convex Programming Problems

JOURNAL ARTICLE published May 1997 in SIAM Journal on Optimization

Authors: Aharon Ben-Tal | Michael Zibulevsky

Primal-Dual Interior-Point Methods for Semidefinite Programming in Finite Precision

JOURNAL ARTICLE published January 2000 in SIAM Journal on Optimization

Authors: Ming Gu

Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization

JOURNAL ARTICLE published February 1995 in SIAM Journal on Optimization

Authors: Farid Alizadeh

Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy

JOURNAL ARTICLE published March 2022 in SIAM Journal on Optimization

Research funded by National Institutes of Health (5U19CA021239-38)

Authors: Bram L. Gorissen

Effects of Finite-Precision Arithmetic on Interior-Point Methods for Nonlinear Programming

JOURNAL ARTICLE published January 2001 in SIAM Journal on Optimization

Authors: Stephen J. Wright

Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming

JOURNAL ARTICLE published January 2007 in SIAM Journal on Optimization

Authors: Sanjay Mehrotra | M. Gökhan Özevin

Some New Search Directions for Primal-Dual Interior Point Methods in Semidefinite Programming

JOURNAL ARTICLE published January 2000 in SIAM Journal on Optimization

Authors: Kim-Chuan Toh