Yun-Bin Zhao

Enlarging Neighborhoods of Interior-Point Algorithms for Linear Programming via Least Values of Proximity measure Functions

  • Yun-Bin Zhao
    • Categories Linear Programming Tags , , ,

    It is well known that a wide-neighborhood interior-point algorithm for linear programming performs much better in implementation than those small-neighborhood counterparts. In this paper, we provide a unified way to enlarge the neighborhoods of predictor-corrector interior-point algorithms for linear programming. We prove that our methods not only enlarge the neighborhoods but also retain the so-far … Read more

    A note on KKT points of homogeneous programs

  • Duan Li
  • Yun-Bin Zhao
    • Categories Nonlinear Optimization Tags , ,

    Homogeneous programming is an important class of optimization problems. The purpose of this note is to give a truly equivalent characterization of KKT-points of homogeneous programming problems, which corrects a result given in [9]. Article Download View A note on KKT points of homogeneous programs

    A predictor-corrector algorithm for linear optimization based on a specific self-regular proximity function

  • Jiming Peng
  • Tamás Terlaky
  • Yun-Bin Zhao
    • Categories Linear, Cone and Semidefinite Programming Tags , , , ,

    It is well known that the so-called first-order predictor-corrector methods working in a large neighborhood of the central path are among the most efficient interior-point methods (IPMs) for linear optimization (LO) problems. However, the best known iteration complexity of this type of methods is $O\br{n \log\frac{(x^0)^Ts^0}{\varepsilon}}$. It is of interests to investigate whether the complexity … Read more

    A new path-following algorithm for nonlinear P_* complementarity problems

  • Duan Li
  • Yun-Bin Zhao
    • Categories Complementarity and Variational Inequalities

    Inspired by the recent theoretical results of Zhao and Li [{\em Math. Oper. Res.,} 26 (2001), pp. 119-146], we present in this paper a new path-following method for nonlinear P$_*$ complementarity problems. Different from most existing interior-point algorithms that are based on the central path, this algorithm is to track the newly defined “regularized central … Read more