Numerical path following

EL Allgower, K Georg - Handbook of numerical analysis, 1997 - Elsevier
Because of their versatility and robustness, numerical continuation or path following
methods have been finding ever wider use in scientific applications. Our aim here is to give …

[图书][B] Numerical continuation methods: an introduction

EL Allgower, K Georg - 2012 - books.google.com
Over the past fifteen years two new techniques have yielded extremely important
contributions toward the numerical solution of nonlinear systems of equations. This book …

[图书][B] Introduction to numerical continuation methods

EL Allgower, K Georg - 2003 - SIAM
This book was intended as an introduction to the topic of numerical continuation which
would be accessible to a readership of widely varying mathematical backgrounds. Realizing …

Primal-dual interior-point methods for self-scaled cones

YE Nesterov, MJ Todd - SIAM Journal on optimization, 1998 - SIAM
In this paper we continue the development of a theoretical foundation for efficient primal-
dual interior-point algorithms for convex programming problems expressed in conic form …

A unified approach to interior point algorithms for linear complementarity problems: A summary

M Kojima, N Megiddo, T Noma, A Yoshise - Operations Research Letters, 1991 - Elsevier
This note summarizes a report with the same title, where a study was carried out regarding a
unified approach, proposed by Kojima, Mizuno and Yoshise, for interior point algorithms for …

On adaptive-step primal-dual interior-point algorithms for linear programming

S Mizuno, MJ Todd, Y Ye - Mathematics of Operations …, 1993 - pubsonline.informs.org
We describe several adaptive-step primal-dual interior point algorithms for linear
programming. All have polynomial time complexity while some allow very long steps in …

Path-following methods for linear programming

CC Gonzaga - SIAM review, 1992 - SIAM
In this paper a unified treatment of algorithms is described for linear programming methods
based on the central path. This path is a curve along which the cost decreases, and that …

[PDF][PDF] For the linear complementarity problem

PT Harker, JS Pang - Lectures in Applied Mathematics, 1990 - researchgate.net
This paper presents a damped-Newton method for solving the linear complementarity
problem. The method is a specialization of a general Newton algorithm for solving B …

Continuation and path following

EL Allgower, K Georg - Acta numerica, 1993 - cambridge.org
The main ideas of path following by predictor–corrector and piecewise-linear methods, and
their application in the direction of homotopy methods and nonlinear eigenvalue problems …

A non-interior-point continuation method for linear complementarity problems

B Chen, PT Harker - SIAM Journal on Matrix Analysis and Applications, 1993 - SIAM
This paper presents a continuation method for linear complementarily problems based on a
new smooth equation formulation. In particular, the case of a linear complementarity …