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math.OC2014
Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolic Cone Optimization Problems
Yu. Nesterov, Levent Tuncel
In this paper, we establish the local superlinear convergence property of some polynomial-time interior-point methods for an important family of conic optimization problems. The ma…
math.OC2014★ 7 cited
Interior-point algorithms for convex optimization based on primal-dual metrics
Tor Myklebust, Levent Tunçel
We propose and analyse primal-dual interior-point algorithms for convex optimization problems in conic form. The families of algorithms we analyse are so-called short-step algorith…
math.OC2014
Primal-Dual Entropy Based Interior-Point Algorithms for Linear Optimization
Mehdi Karimi, Shen Lou, Levent Tunçel
We propose a family of search directions based on primal-dual entropy in the context of interior-point methods for linear optimization. We show that by using entropy based search d…