Convergence Analysis of Generalized Primal-Dual Interior-Point Algorithms for Linear Optimization
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 quasi-Newton method. Although the zeroth-order algorithms have the property of...
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| Format: | Others |
| Language: | en |
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University of Waterloo
2006
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| Online Access: | http://hdl.handle.net/10012/1083 |