Browsing Combinatorics and Optimization by Author "Wei, Hua"
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Convergence Analysis of Generalized Primal-Dual Interior-Point Algorithms for Linear Optimization
Wei, Hua (University of Waterloo, 2002)We study the zeroth-, first-, and second-order algorithms proposed by Tuncel. The zeroth-order algorithms are the generalization of the classic primal-dual affine-scaling methods, and have a strong connection with the ... -
Numerical Stability in Linear Programming and Semidefinite Programming
Wei, Hua (University of Waterloo, 2006)We study numerical stability for interior-point methods applied to Linear Programming, LP, and Semidefinite Programming, SDP. We analyze the difficulties inherent in current methods and present robust algorithms. ...