Related papers: Log-barrier interior point methods are not strongl…
We provide improved complexity results for symmetric primal--dual interior-point algorithms in conic optimization. The results follow from new uniform bounds on a key complexity measure for primal--dual metrics at pairs of primal and dual…
Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…
We show that the effects of finite-precision arithmetic in forming and solving the linear system that arises at each iteration of primal-dual interior-point algorithms for nonlinear programming are benign, provided that the iterates satisfy…
In this paper, we develop a new asymmetric framework for solving primal-dual problems of Conic Optimization by Interior-Point Methods (IPMs). It allows development of efficient methods for problems, where the dual formulation is simpler…
The theory of $n$-fold integer programming has been recently emerging as an important tool in parameterized complexity. The input to an $n$-fold integer program (IP) consists of parameter $A$, dimension $n$, and numerical data of binary…
Hyperbolic polynomials is a class of real-roots polynomials that has wide range of applications in theoretical computer science. Each hyperbolic polynomial also induces a hyperbolic cone that is of particular interest in optimization due to…
Consider a linear programming problem with n primal and m dual variables paired with n dual and m primal slack variables respectively, and aggregately denote these variables and slack variables as a vector z of length 2(n+m). Unlike…
We use the lexicographic order to define a hierarchy of primal and dual bounds on the optimum of a bounded integer program. These bounds are constructed using lex maximal and minimal feasible points taken under different permutations. Their…
In this work, in the context of Linear and Quadratic Programming, we interpret Primal Dual Regularized Interior Point Methods (PDR-IPMs) in the framework of the Proximal Point Method. The resulting Proximal Stabilized IPM (PS-IPM) is…
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…
This paper proposes an interior-point framework for constrained optimization problems whose decision variables evolve on matrix Lie groups. The proposed method, termed the Matrix Lie Group Interior-Point Method (MLG-IPM), operates directly…
This paper introduces a new method for solving quadratic programs using primal-dual interior-point methods. Instead of handling complementarity as an explicit equation in the Karush-Kuhn-Tucker (KKT) conditions, we ensure that…
A trajectory-following primal--dual interior-point method solves nonlinear optimization problems with inequality and equality constraints by approximately finding points satisfying perturbed Karush--Kuhn--Tucker optimality conditions for a…
This article presents a strongly polynomial-time algorithm for the general linear programming problem. This algorithm is an implicit reduction procedure that works as follows. Primal and dual problems are combined into a special system of…
We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…
Lagrangian duality in mixed integer optimization is a useful framework for problems decomposition and for producing tight lower bounds to the optimal objective, but in contrast to the convex counterpart, it is generally unable to produce…
Solving (mixed) integer linear programs, (M)ILPs for short, is a fundamental optimization task. While hard in general, recent years have brought about vast progress for solving structurally restricted, (non-mixed) ILPs: $n$-fold, tree-fold,…
It is well known that the most challenging question in optimization and discrete geometry is whether there is a strongly polynomial time simplex algorithm for linear programs (LPs). This paper gives a positive answer to this question by…
Polynomial optimization problems over binary variables can be expressed as integer programs using a linearization with extra monomials in addition to those arising in the given polynomial. We characterize when such a linearization yields an…
The problem of solving tropical linear systems, a natural problem of tropical mathematics, has already proven to be very interesting from the algorithmic point of view: it is known to be in $NP\cap coNP$ but no polynomial time algorithm is…