A First-Order Interior-Point Method For Linearly Constrained Smooth Optimization

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Ebadi Zadeh, Monireh | 2012

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 43558 (02)
University: Sharif University of Technology
Department: Mathematical Sciences
Advisor(s): Peyghami, Mohammad Reza; Fotouhi, Morteza
Abstract:
In this thesis, we propose a first-order interior-point method for linearly constrained smooth optimization which was recently proposed in the literatuare that unifies and extends first-order affine-scaling method and replicator dynamics method for standard quadratic programming. Global convergence and, in the case of quadratic program, the (sub)linear convergence rate and iterate convergence results are derived.The method is implemented and numerical experiments on simplex onstrained problems with 1000 variables is reported
Keywords:
Affine Scaling ; Global Convergence ; Interior Point Method ; Linearly Constrained Optimization ; Sublinear Convergence Rate