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Linear programming is now included in algorithm undergraduate and postgraduate courses for computer science majors. We give a self-contained treatment of an interior-point method which is particularly tailored to the typical mathematical…

Data Structures and Algorithms · Computer Science 2016-12-07 Kurt Mehlhorn , Sanjeev Saxena

The Interior-Point Methods are a class for solving linear programming problems that rely upon the solution of linear systems. At each iteration, it becomes important to determine how to solve these linear systems when the constraint matrix…

Optimization and Control · Mathematics 2024-04-18 Catalina J. Villalba , Aurelio R. L. Oliveira

While linear programming (LP) decoding provides more flexibility for finite-length performance analysis than iterative message-passing (IMP) decoding, it is computationally more complex to implement in its original form, due to both the…

Information Theory · Computer Science 2009-02-05 Mohammad H. Taghavi , Amin Shokrollahi , Paul H. Siegel

Linear Programming is now included in Algorithm undergraduate and postgraduate courses for Computer Science majors. It is possible to teach interior-point methods directly with just minimal knowledge of Algebra and Matrices.

Data Structures and Algorithms · Computer Science 2015-01-15 Sanjeev Saxena

Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…

Optimization and Control · Mathematics 2022-02-04 Gregory Dexter , Agniva Chowdhury , Haim Avron , Petros Drineas

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2022-09-26 Agniva Chowdhury , Gregory Dexter , Palma London , Haim Avron , Petros Drineas

Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…

Optimization and Control · Mathematics 2024-10-22 Xi Gao , Jinxin Xiong , Akang Wang , Qihong Duan , Jiang Xue , Qingjiang Shi

For interior-point algorithms in linear programming, it is well-known that the selection of the centering parameter is crucial for proving polynomility in theory and for efficiency in practice. However, the selection of the centering…

Optimization and Control · Mathematics 2021-10-05 Yaguang Yang

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…

Neural and Evolutionary Computing · Computer Science 2020-10-28 Jayanta Mandi , Tias Guns

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all…

Optimization and Control · Mathematics 2011-12-30 Víctor Blanco , Justo Puerto , Safae El-Haj Ben-Ali

In this paper, we propose an infeasible arc-search interior-point algorithm for solving nonlinear programming problems. Most algorithms based on interior-point methods are categorized as line search, since they compute a next iterate on a…

Optimization and Control · Mathematics 2020-10-29 Einosuke Iida , Yaguang Yang , Makoto Yamashita

In this paper, a novel decoding algorithm for low-density parity-check (LDPC) codes based on convex optimization is presented. The decoding algorithm, called interior point decoding, is designed for linear vector channels. The linear vector…

Information Theory · Computer Science 2009-11-13 Tadashi Wadayama

Interior point methods are among the most popular techniques for large scale nonlinear optimization, owing to their intrinsic ability of scaling to arbitrary large problem sizes. Their efficiency has attracted in recent years a lot of…

Optimization and Control · Mathematics 2019-07-15 Juraj Kardoš , Drosos Kourounis , Olaf Schenk

Interior-point methods for linear programming problems require the repeated solution of a linear system of equations. Solving these linear systems is non-trivial due to the severe ill-conditioning of the matrices towards convergence. This…

Optimization and Control · Mathematics 2021-05-05 Jeffrey Cornelis , Wim Vanroose

In this paper we address a practical aspect of differential barrier penalty functions in linear programming. In this respect we propose an affine scaling interior point algorithm based on a large classe of differential barrier functions.…

Optimization and Control · Mathematics 2017-05-23 Abdessamad Barbara

An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…

Optimization and Control · Mathematics 2025-02-18 Frank E. Curtis , Shima Dezfulian , Andreas Waechter

Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing…

Quantum Physics · Physics 2023-02-14 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Tamás Terlaky

An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…

Optimization and Control · Mathematics 2024-08-30 Frank E. Curtis , Xin Jiang , Qi Wang

In this paper, we introduce two parabolic target-space interior-point algorithms for solving monotone linear complementarity problems. The first algorithm is based on a universal tangent direction, which has been recently proposed for…

Optimization and Control · Mathematics 2025-07-31 Marianna E. -Nagy , Tibor Illés , Yurii Nesterov , Petra Renáta Rigó
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