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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2019, Volume 59, Number 10, Pages 1649–1665
DOI: https://doi.org/10.1134/S0044466919100181
(Mi zvmmf10963)
 

This article is cited in 6 scientific papers (total in 6 papers)

Interior point method: history and prospects

V. I. Zorkal'tsev

Limnological Institute, Siberian Branch, Russian Academy of Sciences, Irkutsk, 664033 Russia
Citations (6)
References:
Abstract: Two mutually dual families of interior point algorithms are considered. The history of creating the algorithms, the main theoretical results on their justification, the experience of practical use, possible directions of development, and methods for counteracting calculation errors are presented. Subsets of algorithms with various special properties are distinguished, including those that necessarily lead to relatively interior points of optimal solutions. An algorithm for finding the Chebyshev projection onto a linear manifold is presented, in which the properties of relatively interior points of optimal solutions are efficiently employed. This algorithm always elaborates a unique projection and allows one to dispense with the hard-to-verify and sometimes violated Haar condition.
Key words: interior point method, relative interior, calculation errors, Chebyshev projections.
Funding agency Grant number
Russian Foundation for Basic Research 19-07-00322
Russian Academy of Sciences - Federal Agency for Scientific Organizations 0279-2019-0003
This work was supported by the Russian Foundation for Basic Research (project no. 19-07-00322) and the Russian Academy of Sciences (project no. 0279-2019-0003).
Received: 05.05.2018
Revised: 24.04.2019
Accepted: 10.06.2019
English version:
Computational Mathematics and Mathematical Physics, 2019, Volume 59, Issue 10, Pages 1597–1612
DOI: https://doi.org/10.1134/S0965542519100178
Bibliographic databases:
Document Type: Article
UDC: 517.97
Language: Russian
Citation: V. I. Zorkal'tsev, “Interior point method: history and prospects”, Zh. Vychisl. Mat. Mat. Fiz., 59:10 (2019), 1649–1665; Comput. Math. Math. Phys., 59:10 (2019), 1597–1612
Citation in format AMSBIB
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  • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:20
     
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