Searched for: author%3A%22Roos%2C+C.%22
(1 - 16 of 16)
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Wei, Zhang (author), Roos, C. (author)
We introduce a new variant of Chubanov's method for solving linear homogeneous systems with positive variables. In the Basic Procedure we use a recently introduced cut in combination with Nemirovski's Mirror-Prox method. We show that the cut requires at most (Formula presented.) time, just as Chubanov's cut. In an earlier paper it was shown...
journal article 2022
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Bai, Y. (author), Roos, C. (author)
We consider nine elementary problems in optimization. We simply explore the conditions for optimality as known from the duality theory for convex optimization. This yields a quite straightforward solution method for each of these problems. The main contribution of this paper is that we show that even in the harder cases the solution needs...
conference paper 2021
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Roos, C. (author)
We deal with a recently proposed method of Chubanov [A polynomial projection algorithm for linear feasibility problems. Math. Program. 153 (2015), pp. 687–713] for solving linear homogeneous systems with positive variables. Some improvements of Chubanov's method and its analysis are presented. We propose a new and simple cut criterion and...
journal article 2017
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Asadi, A.R. (author), Roos, C. (author)
In this paper, we design a class of infeasible interior-point methods for linear optimization based on large neighborhood. The algorithm is inspired by a full-Newton step infeasible algorithm with a linear convergence rate in problem dimension that was recently proposed by the second author. Unfortunately, despite its good numerical behavior,...
journal article 2015
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Roos, C. (author)
We present an improved version of an infeasible interior-point method for linear optimization published in 2006. In the earlier version each iteration consisted of one so-called feasibility step and a few---at most three---centering steps. In this paper each iteration consists of only a feasibility step, whereas the iteration bound improves the...
journal article 2015
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Lesaja, G. (author), Roos, C. (author)
We present an interior-point method for monotone linear complementarity problems over symmetric cones (SCLCP) that is based on barrier functions which are defined by a large class of univariate functions, called eligible kernel functions. This class is fairly general and includes the classical logarithmic function, the self-regular functions, as...
journal article 2011
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Roos, C. (author)
public lecture 2010
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Lesaja, G. (author), Roos, C. (author)
We present an interior-point method for the P?(?)-linear complementarity problem (LCP) that is based on barrier functions which are defined by a large class of univariate functions called eligible kernel functions. This class is fairly general and includes the classical logarithmic function and the self-regular functions, as well as many non...
journal article 2010
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Gu, G. (author), Roos, C. (author)
In [SIAM J. Optim., 16 (2006), pp. 1110–1136], Roos proved that the devised full-step infeasible algorithm has $O(n)$ worst-case iteration complexity. This complexity bound depends linearly on a parameter $\bar{\kappa}(\zeta)$, which is proved to be less than $\sqrt{2n}$. Based on extensive computational evidence (hundreds of thousands of...
journal article 2010
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Gu, G. (author), Mansouri, H. (author), Zangiabadi, M. (author), Bai, Y.Q. (author), Roos, C. (author)
We present several improvements of the full-Newton step infeasible interior-point method for linear optimization introduced by Roos (SIAM J. Optim. 16(4):1110–1136, 2006). Each main step of the method consists of a feasibility step and several centering steps. We use a more natural feasibility step, which targets the ?+-center of the next pair...
journal article 2009
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EL Ghami, M. (author), Bai, Y.Q. (author), Roos, C. (author)
Recently, Y.Q. Bai, M. El Ghami and C. Roos [3] introduced a new class of so-called eligible kernel functions which are defined by some simple conditions. The authors designed primal-dual interiorpoint methods for linear optimization (LO) based on eligible kernel functions and simplified the analysis of these methods considerably. In this paper...
journal article 2009
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Mansouri, H. (author), Roos, C. (author)
Interior-point methods for semidefinite optimization have been studied intensively, due to their polynomial complexity and practical efficiency. Recently, the second author designed a primal-dual infeasible interior-point algorithm with the currently best iteration bound for linear optimization problems. Since the algorithm uses only full Newton...
journal article 2009
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EL Ghami, M. (author), Roos, C. (author)
In this paper we present a generic primal-dual interior point methods (IPMs) for linear optimization in which the search direction depends on a univariate kernel function which is also used as proximity measure in the analysis of the algorithm. The proposed kernel function does not satisfy all the conditions proposed in
journal article 2008
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Bai, Y.Q. (author), Lesaja, G. (author), Roos, C. (author), Wang, G.Q. (author), El Ghami, M. (author)
In this paper we present a class of polynomial primal-dual interior-point algorithms for linear optimization based on a new class of kernel functions. This class is fairly general and includes the classical logarithmic function, the prototype self-regular function, and non-self-regular kernel functions as special cases. The analysis of the...
journal article 2008
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Roos, C. (author)
public lecture 2003
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Roos, C. (author)
doctoral thesis 1975
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